JP Morgan Put 140 A 17.01.2025
/ DE000JB973C3
JP Morgan Put 140 A 17.01.2025/ DE000JB973C3 /
| 28/05/2024 09:59:51 |
Chg.0.000 |
Bid17:34:07 |
Ask17:34:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
0.00% |
0.770
Bid Size: 50,000 |
0.790
Ask Size: 50,000 |
Agilent Technologies |
140.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
JB973C |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
21/12/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
-0.98 |
| Time value: |
0.80 |
| Break-even: |
120.89 |
| Moneyness: |
0.93 |
| Premium: |
0.13 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.14 |
| Spread %: |
20.83% |
| Delta: |
-0.31 |
| Theta: |
-0.02 |
| Omega: |
-5.29 |
| Rho: |
-0.32 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.46% |
| 1 Month |
|
|
-41.94% |
| 3 Months |
|
|
-48.57% |
| YTD |
|
|
-49.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.650 |
| 1M High / 1M Low: |
1.190 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
17/01/2024 |
1.910 |
| Low (YTD): |
20/05/2024 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.688 |
| 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: |
|
93.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
