JP Morgan Put 115 SQU 20.06.2025
/ DE000JK6BRA5
JP Morgan Put 115 SQU 20.06.2025/ DE000JK6BRA5 /
| 20/06/2024 09:35:21 |
Chg.- |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.74EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
VINCI S.A. INH. EO... |
115.00 - |
20/06/2025 |
Put |
Master data
| WKN: |
JK6BRA |
| 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 - |
| Maturity: |
20/06/2025 |
| Issue date: |
09/04/2024 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
1.21 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.16 |
| Parity: |
1.21 |
| Time value: |
0.51 |
| Break-even: |
97.80 |
| Moneyness: |
1.12 |
| Premium: |
0.05 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.58% |
| Delta: |
-0.54 |
| Theta: |
-0.01 |
| Omega: |
-3.23 |
| Rho: |
-0.72 |
Quote data
| Open: |
1.74 |
| High: |
1.74 |
| Low: |
1.74 |
| Previous Close: |
1.80 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.90% |
| 1 Month |
|
|
+74.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.91 |
1.74 |
| 1M High / 1M Low: |
1.91 |
0.85 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
