JP Morgan Put 45 DY6 20.06.2025
/ DE000JB1ZYQ8
JP Morgan Put 45 DY6 20.06.2025/ DE000JB1ZYQ8 /
2024-05-17 10:48:56 AM |
Chg.+0.010 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.410EUR |
+2.50% |
- Bid Size: - |
- Ask Size: - |
DEVON ENERGY CORP. D... |
45.00 - |
2025-06-20 |
Put |
Master data
WKN: |
JB1ZYQ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
DEVON ENERGY CORP. DL-,10 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
45.00 - |
Maturity: |
2025-06-20 |
Issue date: |
2023-09-25 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-10.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.23 |
Parity: |
-0.03 |
Time value: |
0.45 |
Break-even: |
40.50 |
Moneyness: |
0.99 |
Premium: |
0.11 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.04 |
Spread %: |
9.76% |
Delta: |
-0.38 |
Theta: |
0.00 |
Omega: |
-3.80 |
Rho: |
-0.24 |
Quote data
Open: |
0.410 |
High: |
0.410 |
Low: |
0.410 |
Previous Close: |
0.400 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.89% |
1 Month |
|
|
-2.38% |
3 Months |
|
|
-51.19% |
YTD |
|
|
-44.59% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.410 |
0.380 |
1M High / 1M Low: |
0.450 |
0.380 |
6M High / 6M Low: |
0.960 |
0.370 |
High (YTD): |
2024-01-19 |
0.960 |
Low (YTD): |
2024-04-11 |
0.370 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.398 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.411 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.683 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
84.13% |
Volatility 6M: |
|
59.40% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |