JP Morgan Put 13.5 CAR 20.09.2024
/ DE000JB7D5A2
JP Morgan Put 13.5 CAR 20.09.2024/ DE000JB7D5A2 /
2024-05-24 8:58:41 AM |
Chg.+0.020 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
+10.00% |
- Bid Size: - |
- Ask Size: - |
CARREFOUR S.A. INH.E... |
13.50 EUR |
2024-09-20 |
Put |
Master data
WKN: |
JB7D5A |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
CARREFOUR S.A. INH.EO 2,5 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
13.50 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-12-05 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-22.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.55 |
Historic volatility: |
0.20 |
Parity: |
-2.80 |
Time value: |
0.73 |
Break-even: |
12.77 |
Moneyness: |
0.83 |
Premium: |
0.22 |
Premium p.a.: |
0.83 |
Spread abs.: |
0.50 |
Spread %: |
217.39% |
Delta: |
-0.21 |
Theta: |
-0.01 |
Omega: |
-4.76 |
Rho: |
-0.01 |
Quote data
Open: |
0.220 |
High: |
0.220 |
Low: |
0.220 |
Previous Close: |
0.200 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.35% |
1 Month |
|
|
-33.33% |
3 Months |
|
|
-53.19% |
YTD |
|
|
-56.86% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.220 |
0.200 |
1M High / 1M Low: |
0.390 |
0.180 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-02-09 |
0.740 |
Low (YTD): |
2024-05-14 |
0.180 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.212 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.264 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
227.54% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |