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JP Morgan Put 110 SQU 20.09.2024/  DE000JB8HDG6  /

EUWAX
24/06/2024  12:37:27 Chg.+0.040 Bid21:59:45 Ask21:59:45 Underlying Strike price Expiration date Option type
0.910EUR +4.60% 0.910
Bid Size: 2,000		 1.060
Ask Size: 2,000		 VINCI S.A. INH. EO... 110.00 EUR 20/09/2024 Put
 

Master data

WKN: JB8HDG
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Put
Strike price: 110.00 EUR
Maturity: 20/09/2024
Issue date: 05/12/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -9.34
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.82
Implied volatility: 0.32
Historic volatility: 0.16
Parity: 0.82
Time value: 0.27
Break-even: 99.10
Moneyness: 1.08
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: 0.15
Spread %: 15.96%
Delta: -0.64
Theta: -0.03
Omega: -5.96
Rho: -0.18
 

Quote data

Open: 0.910
High: 0.910
Low: 0.910
Previous Close: 0.870
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.17%
1 Month  
+279.17%
3 Months  
+145.95%
YTD  
+37.88%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.200 0.870
1M High / 1M Low: 1.200 0.170
6M High / 6M Low: 1.200 0.170
High (YTD): 17/06/2024 1.200
Low (YTD): 03/06/2024 0.170
52W High: - -
52W Low: - -
Avg. price 1W:   1.056
Avg. volume 1W:   0.000
Avg. price 1M:   0.572
Avg. volume 1M:   0.000
Avg. price 6M:   0.460
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   679.45%
Volatility 6M:   295.59%
Volatility 1Y:   -
Volatility 3Y:   -