JP Morgan Put 14 GZF 20.09.2024
/ DE000JB8V4J3
JP Morgan Put 14 GZF 20.09.2024/ DE000JB8V4J3 /
| 2024-06-04 9:21:47 AM |
Chg.+0.030 |
Bid9:07:21 PM |
Ask9:07:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
+23.08% |
0.160
Bid Size: 2,000 |
0.460
Ask Size: 2,000 |
ENGIE S.A. INH. ... |
14.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
JB8V4J |
| 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: |
2024-09-20 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-24.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.16 |
| Parity: |
-1.53 |
| Time value: |
0.63 |
| Break-even: |
13.37 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.50 |
| Spread %: |
384.62% |
| Delta: |
-0.27 |
| Theta: |
0.00 |
| Omega: |
-6.55 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.67% |
| 1 Month |
|
|
-38.46% |
| 3 Months |
|
|
-84.47% |
| YTD |
|
|
-78.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.130 |
| 1M High / 1M Low: |
0.260 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-09 |
1.430 |
| Low (YTD): |
2024-06-03 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.174 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
