JP Morgan Put 205 CGM 19.07.2024
/ DE000JK8SLE0
JP Morgan Put 205 CGM 19.07.2024/ DE000JK8SLE0 /
| 6/3/2024 11:01:07 AM |
Chg.+0.06 |
Bid7:22:49 PM |
Ask7:22:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.12EUR |
+2.91% |
2.03
Bid Size: 2,000 |
2.33
Ask Size: 2,000 |
CAPGEMINI SE INH. EO... |
205.00 EUR |
7/19/2024 |
Put |
Master data
| WKN: |
JK8SLE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CAPGEMINI SE INH. EO 8 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
205.00 EUR |
| Maturity: |
7/19/2024 |
| Issue date: |
4/25/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.94 |
| Intrinsic value: |
1.94 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.23 |
| Parity: |
1.94 |
| Time value: |
0.39 |
| Break-even: |
181.70 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.50 |
| Spread %: |
27.32% |
| Delta: |
-0.71 |
| Theta: |
-0.09 |
| Omega: |
-5.62 |
| Rho: |
-0.19 |
Quote data
| Open: |
2.12 |
| High: |
2.12 |
| Low: |
2.12 |
| Previous Close: |
2.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+472.97% |
| 1 Month |
|
|
+90.99% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.06 |
0.37 |
| 1M High / 1M Low: |
2.06 |
0.37 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
540.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
