JP Morgan Put 15.5 CAR 16.08.2024
/ DE000JT06Q95
JP Morgan Put 15.5 CAR 16.08.2024/ DE000JT06Q95 /
| 2024-06-17 10:13:49 AM |
Chg.+0.15 |
Bid8:32:26 PM |
Ask8:32:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
+12.10% |
1.10
Bid Size: 3,000 |
1.30
Ask Size: 3,000 |
CARREFOUR S.A. INH.E... |
15.50 EUR |
2024-08-16 |
Put |
Master data
| WKN: |
JT06Q9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CARREFOUR S.A. INH.EO 2,5 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.50 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-22 |
| Last trading day: |
2024-08-15 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-9.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.21 |
| Parity: |
1.10 |
| Time value: |
0.46 |
| Break-even: |
13.95 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.30 |
| Spread %: |
24.00% |
| Delta: |
-0.63 |
| Theta: |
-0.01 |
| Omega: |
-5.86 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.39 |
| High: |
1.39 |
| Low: |
1.39 |
| Previous Close: |
1.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.13% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.24 |
0.98 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
