JP Morgan Put 50 DVN 21.03.2025
/ DE000JL7VPQ0
JP Morgan Put 50 DVN 21.03.2025/ DE000JL7VPQ0 /
| 2024-06-17 11:50:23 AM |
Chg.-0.020 |
Bid2024-06-17 |
Ask2024-06-17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
-2.99% |
0.650
Bid Size: 10,000 |
0.680
Ask Size: 10,000 |
Devon Energy Corp |
50.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
JL7VPQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Devon Energy Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-07-17 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
0.41 |
| Time value: |
0.28 |
| Break-even: |
39.82 |
| Moneyness: |
1.10 |
| Premium: |
0.06 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
4.55% |
| Delta: |
-0.53 |
| Theta: |
-0.01 |
| Omega: |
-3.24 |
| Rho: |
-0.22 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.56% |
| 1 Month |
|
|
+30.00% |
| 3 Months |
|
|
-7.14% |
| YTD |
|
|
-28.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.580 |
| 1M High / 1M Low: |
0.670 |
0.470 |
| 6M High / 6M Low: |
1.190 |
0.460 |
| High (YTD): |
2024-02-07 |
1.190 |
| Low (YTD): |
2024-05-10 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.612 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.558 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.769 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.25% |
| Volatility 6M: |
|
73.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
