JP Morgan Put 45 SLB 20.06.2025
/ DE000JB6K9P4
JP Morgan Put 45 SLB 20.06.2025/ DE000JB6K9P4 /
| 2024-06-04 8:10:40 AM |
Chg.+0.060 |
Bid9:38:27 PM |
Ask9:38:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+13.33% |
0.540
Bid Size: 250,000 |
0.550
Ask Size: 250,000 |
Schlumberger Ltd |
45.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
JB6K9P |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Schlumberger Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-11-14 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
0.09 |
| Time value: |
0.43 |
| Break-even: |
36.06 |
| Moneyness: |
1.02 |
| Premium: |
0.11 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.96% |
| Delta: |
-0.41 |
| Theta: |
0.00 |
| Omega: |
-3.19 |
| Rho: |
-0.23 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.87% |
| 1 Month |
|
|
+8.51% |
| 3 Months |
|
|
+6.25% |
| YTD |
|
|
+6.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.450 |
| 1M High / 1M Low: |
0.500 |
0.390 |
| 6M High / 6M Low: |
0.590 |
0.320 |
| High (YTD): |
2024-01-18 |
0.590 |
| Low (YTD): |
2024-04-04 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.468 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.439 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.460 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.67% |
| Volatility 6M: |
|
77.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
