JP Morgan Put 45 DVN 19.09.2025
/ DE000JK4Q5S3
JP Morgan Put 45 DVN 19.09.2025/ DE000JK4Q5S3 /
| 2024-09-26 12:24:23 PM |
Chg.- |
Bid11:46:58 AM |
Ask11:46:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
- |
0.860
Bid Size: 10,000 |
0.890
Ask Size: 10,000 |
Devon Energy Corp |
45.00 USD |
2025-09-19 |
Put |
Master data
| WKN: |
JK4Q5S |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Devon Energy Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 USD |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2025-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.22 |
| Parity: |
0.64 |
| Time value: |
0.27 |
| Break-even: |
31.16 |
| Moneyness: |
1.19 |
| Premium: |
0.08 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
3.41% |
| Delta: |
-0.54 |
| Theta: |
-0.01 |
| Omega: |
-2.02 |
| Rho: |
-0.27 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.790 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.27% |
| 1 Month |
|
|
+46.30% |
| 3 Months |
|
|
+58.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.670 |
| 1M High / 1M Low: |
0.790 |
0.540 |
| 6M High / 6M Low: |
0.790 |
0.420 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.720 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.685 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.546 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.52% |
| Volatility 6M: |
|
91.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
