JP Morgan Put 14 GZF 20.06.2025
/ DE000JK6C605
JP Morgan Put 14 GZF 20.06.2025/ DE000JK6C605 /
2024-06-19 9:32:47 AM |
Chg.-0.12 |
Bid1:52:45 PM |
Ask1:52:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.71EUR |
-6.56% |
1.81 Bid Size: 50,000 |
1.84 Ask Size: 50,000 |
ENGIE S.A. INH. ... |
14.00 EUR |
2025-06-20 |
Put |
Master data
WKN: |
JK6C60 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
ENGIE S.A. INH. EO 1 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
14.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2024-04-09 |
Last trading day: |
2025-06-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-5.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.99 |
Intrinsic value: |
0.70 |
Implied volatility: |
0.44 |
Historic volatility: |
0.17 |
Parity: |
0.70 |
Time value: |
1.72 |
Break-even: |
11.58 |
Moneyness: |
1.05 |
Premium: |
0.13 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.70 |
Spread %: |
40.70% |
Delta: |
-0.43 |
Theta: |
0.00 |
Omega: |
-2.35 |
Rho: |
-0.08 |
Quote data
Open: |
1.71 |
High: |
1.71 |
Low: |
1.71 |
Previous Close: |
1.83 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+30.53% |
1 Month |
|
|
+81.91% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.93 |
1.31 |
1M High / 1M Low: |
1.93 |
0.76 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.66 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.08 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
178.20% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |