JP Morgan Put 45 DVN 21.03.2025
/ DE000JL7VPS6
JP Morgan Put 45 DVN 21.03.2025/ DE000JL7VPS6 /
| 6/7/2024 12:29:44 PM |
Chg.-0.010 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-2.63% |
-
Bid Size: - |
-
Ask Size: - |
Devon Energy Corp |
45.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
JL7VPS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Devon Energy Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
7/17/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
-0.17 |
| Time value: |
0.40 |
| Break-even: |
37.66 |
| Moneyness: |
0.96 |
| Premium: |
0.13 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
8.11% |
| Delta: |
-0.35 |
| Theta: |
-0.01 |
| Omega: |
-3.84 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.71% |
| 1 Month |
|
|
+15.63% |
| 3 Months |
|
|
-35.09% |
| YTD |
|
|
-44.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.300 |
| 1M High / 1M Low: |
0.380 |
0.270 |
| 6M High / 6M Low: |
0.890 |
0.270 |
| High (YTD): |
1/19/2024 |
0.890 |
| Low (YTD): |
5/21/2024 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.314 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.550 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.38% |
| Volatility 6M: |
|
84.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
