JP Morgan Put 50 DVN 19.09.2025
/ DE000JK6VDK2
JP Morgan Put 50 DVN 19.09.2025/ DE000JK6VDK2 /
| 24/06/2024 11:22:22 |
Chg.- |
Bid10:00:09 |
Ask10:00:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
- |
0.690
Bid Size: 10,000 |
0.740
Ask Size: 10,000 |
Devon Energy Corp |
50.00 USD |
19/09/2025 |
Put |
Master data
| WKN: |
JK6VDK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Devon Energy Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 USD |
| Maturity: |
19/09/2025 |
| Issue date: |
02/04/2024 |
| Last trading day: |
18/09/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
0.22 |
| Time value: |
0.52 |
| Break-even: |
39.19 |
| Moneyness: |
1.05 |
| Premium: |
0.12 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
7.25% |
| Delta: |
-0.42 |
| Theta: |
-0.01 |
| Omega: |
-2.53 |
| Rho: |
-0.32 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.70% |
| 1 Month |
|
|
+6.85% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.780 |
| 1M High / 1M Low: |
0.830 |
0.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.792 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.773 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
