JP Morgan Put 490 NFLX 17.01.2025
/ DE000JB779J9
JP Morgan Put 490 NFLX 17.01.2025/ DE000JB779J9 /
| 2024-06-10 9:23:33 AM |
Chg.+0.010 |
Bid6:08:24 PM |
Ask6:08:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
+9.09% |
0.120
Bid Size: 200,000 |
0.130
Ask Size: 200,000 |
Netflix Inc |
490.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JB779J |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Netflix Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
490.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-11-22 |
| Last trading day: |
2025-01-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-49.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.32 |
| Parity: |
-1.41 |
| Time value: |
0.12 |
| Break-even: |
442.54 |
| Moneyness: |
0.76 |
| Premium: |
0.26 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.01 |
| Spread %: |
8.33% |
| Delta: |
-0.12 |
| Theta: |
-0.07 |
| Omega: |
-6.13 |
| Rho: |
-0.52 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-29.41% |
| 3 Months |
|
|
-53.85% |
| YTD |
|
|
-80.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.110 |
| 1M High / 1M Low: |
0.180 |
0.110 |
| 6M High / 6M Low: |
0.710 |
0.110 |
| High (YTD): |
2024-01-03 |
0.690 |
| Low (YTD): |
2024-06-07 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.120 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.139 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.337 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.32% |
| Volatility 6M: |
|
125.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
