JP Morgan Put 74 MET 17.01.2025
/ DE000JK5RT24
JP Morgan Put 74 MET 17.01.2025/ DE000JK5RT24 /
| 2024-05-02 10:13:18 AM |
Chg.-0.030 |
Bid4:13:37 PM |
Ask4:13:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
-4.69% |
0.750
Bid Size: 100,000 |
0.760
Ask Size: 100,000 |
MetLife Inc |
74.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
JK5RT2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MetLife Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
74.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-03-15 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.22 |
| Parity: |
0.20 |
| Time value: |
0.51 |
| Break-even: |
61.95 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
5.97% |
| Delta: |
-0.45 |
| Theta: |
-0.01 |
| Omega: |
-4.25 |
| Rho: |
-0.27 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.17% |
| 1 Month |
|
|
+12.96% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.580 |
| 1M High / 1M Low: |
0.780 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.627 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.638 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
