JP Morgan Put 115 SQU 16.08.2024
/ DE000JT05FJ5
JP Morgan Put 115 SQU 16.08.2024/ DE000JT05FJ5 /
| 2024-06-17 10:12:39 AM |
Chg.+0.08 |
Bid11:13:17 AM |
Ask11:13:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.65EUR |
+5.10% |
1.69
Bid Size: 50,000 |
1.70
Ask Size: 50,000 |
VINCI S.A. INH. EO... |
115.00 EUR |
2024-08-16 |
Put |
Master data
| WKN: |
JT05FJ |
| 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: |
2024-08-16 |
| Issue date: |
2024-05-22 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
1.69 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.16 |
| Parity: |
1.69 |
| Time value: |
0.12 |
| Break-even: |
96.90 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.15 |
| Spread %: |
9.04% |
| Delta: |
-0.79 |
| Theta: |
-0.03 |
| Omega: |
-4.26 |
| Rho: |
-0.16 |
Quote data
| Open: |
1.65 |
| High: |
1.65 |
| Low: |
1.65 |
| Previous Close: |
1.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.19% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
1.03 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
