JP Morgan Put 14 CAR 16.08.2024
/ DE000JT06Q53
JP Morgan Put 14 CAR 16.08.2024/ DE000JT06Q53 /
| 2024-06-24 10:00:09 AM |
Chg.- |
Bid9:26:51 AM |
Ask9:26:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
- |
0.600
Bid Size: 50,000 |
0.610
Ask Size: 50,000 |
CARREFOUR S.A. INH.E... |
14.00 EUR |
2024-08-16 |
Put |
Master data
| WKN: |
JT06Q5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CARREFOUR S.A. INH.EO 2,5 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
14.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-22 |
| Last trading day: |
2024-08-15 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-15.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.22 |
| Parity: |
0.23 |
| Time value: |
0.65 |
| Break-even: |
13.12 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.20 |
| Spread %: |
29.41% |
| Delta: |
-0.50 |
| Theta: |
-0.01 |
| Omega: |
-7.86 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.94% |
| 1 Month |
|
|
+204.55% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.620 |
| 1M High / 1M Low: |
0.720 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.666 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.381 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
268.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
