JP Morgan Put 40 DVN 21.03.2025
/ DE000JL5UUC6
JP Morgan Put 40 DVN 21.03.2025/ DE000JL5UUC6 /
| 2024-05-17 11:48:58 AM |
Chg.- |
Bid8:31:48 AM |
Ask8:31:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
- |
0.150
Bid Size: 7,500 |
0.190
Ask Size: 7,500 |
Devon Energy Corp |
40.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
JL5UUC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Devon Energy Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 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: |
-24.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.23 |
| Parity: |
-0.88 |
| Time value: |
0.19 |
| Break-even: |
34.89 |
| Moneyness: |
0.81 |
| Premium: |
0.24 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.04 |
| Spread %: |
26.67% |
| Delta: |
-0.19 |
| Theta: |
-0.01 |
| Omega: |
-4.48 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-27.27% |
| 3 Months |
|
|
-68.63% |
| YTD |
|
|
-65.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.150 |
| 1M High / 1M Low: |
0.220 |
0.150 |
| 6M High / 6M Low: |
0.630 |
0.150 |
| High (YTD): |
2024-01-19 |
0.630 |
| Low (YTD): |
2024-05-15 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.181 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.408 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.31% |
| Volatility 6M: |
|
76.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
