JP Morgan Put 115 SQU 21.06.2024
/ DE000JB7WT57
JP Morgan Put 115 SQU 21.06.2024/ DE000JB7WT57 /
2024-05-28 9:35:07 AM |
Chg.-0.020 |
Bid5:13:00 PM |
Ask5:13:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
-11.76% |
0.180 Bid Size: 100,000 |
0.190 Ask Size: 100,000 |
VINCI S.A. INH. EO... |
115.00 EUR |
2024-06-21 |
Put |
Master data
WKN: |
JB7WT5 |
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: |
2024-06-21 |
Issue date: |
2023-12-06 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-39.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.14 |
Parity: |
-0.05 |
Time value: |
0.29 |
Break-even: |
112.10 |
Moneyness: |
1.00 |
Premium: |
0.03 |
Premium p.a.: |
0.54 |
Spread abs.: |
0.15 |
Spread %: |
107.14% |
Delta: |
-0.45 |
Theta: |
-0.06 |
Omega: |
-17.91 |
Rho: |
-0.04 |
Quote data
Open: |
0.150 |
High: |
0.150 |
Low: |
0.150 |
Previous Close: |
0.170 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-21.05% |
1 Month |
|
|
-70.00% |
3 Months |
|
|
-62.50% |
YTD |
|
|
-78.87% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.160 |
1M High / 1M Low: |
0.540 |
0.140 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-03 |
0.760 |
Low (YTD): |
2024-05-16 |
0.140 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.184 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.279 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
401.04% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |