JP Morgan Put 110 AKAM 17.01.2025
/ DE000JB3R7L3
JP Morgan Put 110 AKAM 17.01.2025/ DE000JB3R7L3 /
| 2024-04-26 11:11:35 AM |
Chg.0.00 |
Bid9:57:00 PM |
Ask9:57:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.54EUR |
0.00% |
1.54
Bid Size: 5,000 |
1.60
Ask Size: 5,000 |
Akamai Technologies ... |
110.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JB3R7L |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Akamai Technologies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.20 |
| Parity: |
0.77 |
| Time value: |
0.73 |
| Break-even: |
87.91 |
| Moneyness: |
1.08 |
| Premium: |
0.08 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.06 |
| Spread %: |
3.90% |
| Delta: |
-0.50 |
| Theta: |
-0.02 |
| Omega: |
-3.17 |
| Rho: |
-0.45 |
Quote data
| Open: |
1.54 |
| High: |
1.54 |
| Low: |
1.54 |
| Previous Close: |
1.54 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.67% |
| 1 Month |
|
|
+35.09% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
+81.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.60 |
1.54 |
| 1M High / 1M Low: |
1.65 |
1.10 |
| 6M High / 6M Low: |
1.68 |
0.67 |
| High (YTD): |
2024-04-19 |
1.65 |
| Low (YTD): |
2024-02-12 |
0.67 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.82% |
| Volatility 6M: |
|
74.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
