JP Morgan Put 35 DVN 21.03.2025
/ DE000JL5UUB8
JP Morgan Put 35 DVN 21.03.2025/ DE000JL5UUB8 /
| 2024-06-07 12:23:27 PM |
Chg.0.000 |
Bid5:26:32 PM |
Ask5:26:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
0.00% |
0.100
Bid Size: 125,000 |
0.110
Ask Size: 125,000 |
Devon Energy Corp |
35.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
JL5UUB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Devon Energy Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-07-03 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-33.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.23 |
| Parity: |
-1.08 |
| Time value: |
0.13 |
| Break-even: |
30.85 |
| Moneyness: |
0.75 |
| Premium: |
0.28 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.04 |
| Spread %: |
40.00% |
| Delta: |
-0.14 |
| Theta: |
-0.01 |
| Omega: |
-4.69 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.26% |
| 1 Month |
|
|
+2.04% |
| 3 Months |
|
|
-58.33% |
| YTD |
|
|
-66.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.080 |
| 1M High / 1M Low: |
0.100 |
0.072 |
| 6M High / 6M Low: |
0.420 |
0.072 |
| High (YTD): |
2024-01-19 |
0.420 |
| Low (YTD): |
2024-05-28 |
0.072 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.095 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.086 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.229 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.96% |
| Volatility 6M: |
|
107.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
