JP Morgan Put 115 SQU 19.07.2024
/ DE000JK8Y0B6
JP Morgan Put 115 SQU 19.07.2024/ DE000JK8Y0B6 /
2024-05-27 11:28:51 AM |
Chg.-0.040 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
-14.81% |
- Bid Size: - |
- Ask Size: - |
VINCI S.A. INH. EO... |
115.00 EUR |
2024-07-19 |
Put |
Master data
WKN: |
JK8Y0B |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
VINCI S.A. INH. EO 2,50 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
115.00 EUR |
Maturity: |
2024-07-19 |
Issue date: |
2024-05-10 |
Last trading day: |
2024-07-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-27.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.09 |
Implied volatility: |
0.23 |
Historic volatility: |
0.14 |
Parity: |
0.09 |
Time value: |
0.33 |
Break-even: |
110.90 |
Moneyness: |
1.01 |
Premium: |
0.03 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.15 |
Spread %: |
57.69% |
Delta: |
-0.49 |
Theta: |
-0.03 |
Omega: |
-13.68 |
Rho: |
-0.09 |
Quote data
Open: |
0.230 |
High: |
0.230 |
Low: |
0.230 |
Previous Close: |
0.270 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.270 |
0.230 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.248 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |