JP Morgan Put 55 DVN 20.06.2025
/ DE000JK7C0K4
JP Morgan Put 55 DVN 20.06.2025/ DE000JK7C0K4 /
| 03/06/2024 11:50:37 |
Chg.-0.090 |
Bid12:23:41 |
Ask12:23:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
-9.28% |
0.890
Bid Size: 7,500 |
0.930
Ask Size: 7,500 |
Devon Energy Corp |
55.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
JK7C0K |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Devon Energy Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
55.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
12/04/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.23 |
| Parity: |
0.55 |
| Time value: |
0.36 |
| Break-even: |
41.58 |
| Moneyness: |
1.12 |
| Premium: |
0.08 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.04 |
| Spread %: |
4.60% |
| Delta: |
-0.50 |
| Theta: |
-0.01 |
| Omega: |
-2.48 |
| Rho: |
-0.33 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.38% |
| 1 Month |
|
|
+1.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.870 |
| 1M High / 1M Low: |
0.980 |
0.810 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.928 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.875 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
