JP Morgan Put 420 DCO 17.01.2025
/ DE000JL66WV4
JP Morgan Put 420 DCO 17.01.2025/ DE000JL66WV4 /
| 2024-04-26 11:09:44 AM |
Chg.- |
Bid8:13:44 AM |
Ask8:13:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
- |
0.420
Bid Size: 25,000 |
0.430
Ask Size: 25,000 |
DEERE CO. ... |
420.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
JL66WV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
DEERE CO. DL 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
420.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2025-01-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
- |
| Historic volatility: |
0.21 |
| Parity: |
0.51 |
| Time value: |
-0.07 |
| Break-even: |
376.00 |
| Moneyness: |
1.14 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
2.33% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.88% |
| 1 Month |
|
|
+22.86% |
| 3 Months |
|
|
-15.69% |
| YTD |
|
|
-12.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.410 |
| 1M High / 1M Low: |
0.450 |
0.350 |
| 6M High / 6M Low: |
0.750 |
0.350 |
| High (YTD): |
2024-02-21 |
0.670 |
| Low (YTD): |
2024-04-12 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.422 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.394 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.542 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.72% |
| Volatility 6M: |
|
72.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
