JP Morgan Put 70 NTR 17.01.2025
/ DE000JS55293
JP Morgan Put 70 NTR 17.01.2025/ DE000JS55293 /
| 2024-05-21 11:18:33 AM |
Chg.-0.14 |
Bid8:09:19 PM |
Ask8:09:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.08EUR |
-11.48% |
1.11
Bid Size: 125,000 |
1.12
Ask Size: 125,000 |
Nutrien Ltd |
70.00 - |
2025-01-17 |
Put |
Master data
| WKN: |
JS5529 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Nutrien Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-02-10 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
1.48 |
| Implied volatility: |
- |
| Historic volatility: |
0.28 |
| Parity: |
1.48 |
| Time value: |
-0.35 |
| Break-even: |
58.70 |
| Moneyness: |
1.27 |
| Premium: |
-0.06 |
| Premium p.a.: |
-0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
3.67% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.08 |
| High: |
1.08 |
| Low: |
1.08 |
| Previous Close: |
1.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.56% |
| 1 Month |
|
|
-36.84% |
| 3 Months |
|
|
-43.46% |
| YTD |
|
|
-28.48% |
| 1 Year |
|
|
-28.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.31 |
1.22 |
| 1M High / 1M Low: |
1.72 |
1.20 |
| 6M High / 6M Low: |
2.03 |
1.20 |
| High (YTD): |
2024-01-17 |
2.03 |
| Low (YTD): |
2024-05-10 |
1.20 |
| 52W High: |
2024-01-17 |
2.03 |
| 52W Low: |
2023-07-31 |
1.10 |
| Avg. price 1W: |
|
1.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.56 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
87.31% |
| Volatility 6M: |
|
62.45% |
| Volatility 1Y: |
|
65.04% |
| Volatility 3Y: |
|
- |
