JP Morgan Put 17.5 CAR 21.06.2024
/ DE000JL1BQJ8
JP Morgan Put 17.5 CAR 21.06.2024/ DE000JL1BQJ8 /
| 2024-05-20 8:52:37 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.70EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
CARREFOUR S.A. INH.E... |
17.50 - |
2024-06-21 |
Put |
Master data
| WKN: |
JL1BQJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CARREFOUR S.A. INH.EO 2,5 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
17.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-04-12 |
| Last trading day: |
2024-05-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.20 |
| Parity: |
1.18 |
| Time value: |
0.62 |
| Break-even: |
15.71 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.02 |
| Spread %: |
1.13% |
| Delta: |
-0.62 |
| Theta: |
-0.02 |
| Omega: |
-5.68 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.70 |
| High: |
1.70 |
| Low: |
1.70 |
| Previous Close: |
1.97 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-28.27% |
| 3 Months |
|
|
-24.78% |
| YTD |
|
|
+2.41% |
| 1 Year |
|
|
-20.93% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.62 |
1.35 |
| 6M High / 6M Low: |
2.88 |
1.25 |
| High (YTD): |
2024-03-11 |
2.88 |
| Low (YTD): |
2024-05-14 |
1.35 |
| 52W High: |
2024-03-11 |
2.88 |
| 52W Low: |
2023-11-30 |
1.25 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.10 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.99 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
222.10% |
| Volatility 6M: |
|
143.81% |
| Volatility 1Y: |
|
120.76% |
| Volatility 3Y: |
|
- |
