JP Morgan Put 40 MOS 17.01.2025
/ DE000JS9D427
JP Morgan Put 40 MOS 17.01.2025/ DE000JS9D427 /
2024-05-30 10:36:48 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.960EUR |
- |
- Bid Size: - |
- Ask Size: - |
Mosaic Company |
40.00 - |
2025-01-17 |
Put |
Master data
WKN: |
JS9D42 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Mosaic Company |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 - |
Maturity: |
2025-01-17 |
Issue date: |
2023-03-15 |
Last trading day: |
2024-05-31 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-2.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.22 |
Intrinsic value: |
1.22 |
Implied volatility: |
- |
Historic volatility: |
0.30 |
Parity: |
1.22 |
Time value: |
-0.23 |
Break-even: |
30.10 |
Moneyness: |
1.44 |
Premium: |
-0.08 |
Premium p.a.: |
-0.13 |
Spread abs.: |
0.02 |
Spread %: |
2.06% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.960 |
High: |
0.960 |
Low: |
0.960 |
Previous Close: |
0.880 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
+10.34% |
1 Month |
|
|
+15.66% |
3 Months |
|
|
+3.23% |
YTD |
|
|
+35.21% |
1 Year |
|
|
-13.51% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.960 |
0.880 |
1M High / 1M Low: |
1.110 |
0.790 |
6M High / 6M Low: |
1.110 |
0.640 |
High (YTD): |
2024-05-03 |
1.110 |
Low (YTD): |
2024-01-03 |
0.680 |
52W High: |
2024-05-03 |
1.110 |
52W Low: |
2023-12-19 |
0.640 |
Avg. price 1W: |
|
0.900 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.948 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.881 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.846 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
89.74% |
Volatility 6M: |
|
73.04% |
Volatility 1Y: |
|
70.39% |
Volatility 3Y: |
|
- |