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JP Morgan Put 15.5 CAR 21.06.2024/  DE000JL1BQF6  /

EUWAX
2024-06-14  8:57:06 AM Chg.+0.180 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.880EUR +25.71% -
Bid Size: -		 -
Ask Size: -		 CARREFOUR S.A. INH.E... 15.50 - 2024-06-21 Put
 

Master data

WKN: JL1BQF
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 -
Maturity: 2024-06-21
Issue date: 2023-04-12
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -9.42
Leverage: Yes

Calculated values

Fair value: 1.10
Intrinsic value: 1.10
Implied volatility: 1.16
Historic volatility: 0.21
Parity: 1.10
Time value: 0.44
Break-even: 13.97
Moneyness: 1.08
Premium: 0.03
Premium p.a.: 5.11
Spread abs.: 0.50
Spread %: 48.54%
Delta: -0.66
Theta: -0.06
Omega: -6.23
Rho: 0.00
 

Quote data

Open: 0.880
High: 0.880
Low: 0.880
Previous Close: 0.700
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+41.94%
1 Month  
+76.00%
3 Months
  -6.38%
YTD  
+27.54%
1 Year
  -31.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.650
1M High / 1M Low: 0.950 0.280
6M High / 6M Low: 1.300 0.190
High (YTD): 2024-02-15 1.300
Low (YTD): 2024-05-14 0.190
52W High: 2023-06-19 1.380
52W Low: 2024-05-14 0.190
Avg. price 1W:   0.806
Avg. volume 1W:   0.000
Avg. price 1M:   0.543
Avg. volume 1M:   0.000
Avg. price 6M:   0.789
Avg. volume 6M:   0.000
Avg. price 1Y:   0.864
Avg. volume 1Y:   0.000
Volatility 1M:   520.04%
Volatility 6M:   303.76%
Volatility 1Y:   234.40%
Volatility 3Y:   -