JP Morgan Put 120 XOM 20.06.2025
/ DE000JB2RK09
JP Morgan Put 120 XOM 20.06.2025/ DE000JB2RK09 /
| 5/31/2024 12:48:47 PM |
Chg.-0.02 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
-1.69% |
-
Bid Size: - |
-
Ask Size: - |
Exxon Mobil Corp |
120.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
JB2RK0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Exxon Mobil Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
9/29/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
0.55 |
| Time value: |
0.66 |
| Break-even: |
98.69 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.05 |
| Spread %: |
4.31% |
| Delta: |
-0.46 |
| Theta: |
-0.01 |
| Omega: |
-4.02 |
| Rho: |
-0.64 |
Quote data
| Open: |
1.16 |
| High: |
1.16 |
| Low: |
1.16 |
| Previous Close: |
1.18 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.69% |
| 1 Month |
|
|
+11.54% |
| 3 Months |
|
|
-35.20% |
| YTD |
|
|
-46.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.19 |
1.12 |
| 1M High / 1M Low: |
1.19 |
0.91 |
| 6M High / 6M Low: |
2.42 |
0.91 |
| High (YTD): |
1/19/2024 |
2.42 |
| Low (YTD): |
5/20/2024 |
0.91 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.64 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.73% |
| Volatility 6M: |
|
65.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
