JP Morgan Put 13.5 CAR 20.09.2024
/ DE000JB7D5A2
JP Morgan Put 13.5 CAR 20.09.2024/ DE000JB7D5A2 /
| 24/06/2024 08:56:58 |
Chg.+0.050 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+9.62% |
-
Bid Size: - |
-
Ask Size: - |
CARREFOUR S.A. INH.E... |
13.50 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
05/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-17.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.22 |
| Parity: |
-0.27 |
| Time value: |
0.77 |
| Break-even: |
12.73 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.20 |
| Spread %: |
35.09% |
| Delta: |
-0.40 |
| Theta: |
0.00 |
| Omega: |
-7.18 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.520 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
+159.09% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
+11.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.380 |
| 1M High / 1M Low: |
0.580 |
0.200 |
| 6M High / 6M Low: |
0.740 |
0.180 |
| High (YTD): |
09/02/2024 |
0.740 |
| Low (YTD): |
14/05/2024 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.502 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.315 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.430 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.62% |
| Volatility 6M: |
|
186.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
