JP Morgan Put 115 SQU 21.06.2024
/ DE000JB7WT57
JP Morgan Put 115 SQU 21.06.2024/ DE000JB7WT57 /
| 2024-05-27 9:59:28 AM |
Chg.- |
Bid8:34:41 AM |
Ask8:34:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
- |
0.130
Bid Size: 5,000 |
0.210
Ask Size: 5,000 |
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: |
-32.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.14 |
| Parity: |
0.09 |
| Time value: |
0.27 |
| Break-even: |
111.50 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.15 |
| Spread %: |
75.00% |
| Delta: |
-0.51 |
| Theta: |
-0.06 |
| Omega: |
-16.74 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.53% |
| 1 Month |
|
|
-66.00% |
| 3 Months |
|
|
-57.50% |
| YTD |
|
|
-76.06% |
| 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: |
|
- |
