JP Morgan Put 120 SQU 20.09.2024
/ DE000JK06A76
JP Morgan Put 120 SQU 20.09.2024/ DE000JK06A76 /
2024-06-07 4:13:35 PM |
Chg.+0.140 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.920EUR |
+17.95% |
- Bid Size: - |
- Ask Size: - |
VINCI S.A. INH. EO... |
120.00 EUR |
2024-09-20 |
Put |
Master data
WKN: |
JK06A7 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
VINCI S.A. INH. EO 2,50 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-29 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-9.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.93 |
Intrinsic value: |
0.93 |
Implied volatility: |
0.28 |
Historic volatility: |
0.15 |
Parity: |
0.93 |
Time value: |
0.24 |
Break-even: |
108.40 |
Moneyness: |
1.08 |
Premium: |
0.02 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.20 |
Spread %: |
20.83% |
Delta: |
-0.65 |
Theta: |
-0.02 |
Omega: |
-6.22 |
Rho: |
-0.24 |
Quote data
Open: |
0.840 |
High: |
0.920 |
Low: |
0.840 |
Previous Close: |
0.780 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+43.75% |
1 Month |
|
|
+24.32% |
3 Months |
|
|
+22.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.920 |
0.610 |
1M High / 1M Low: |
0.920 |
0.580 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.768 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.675 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
171.22% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |