JP Morgan Put 15 CAR 19.07.2024
/ DE000JK8C2F9
JP Morgan Put 15 CAR 19.07.2024/ DE000JK8C2F9 /
| 6/6/2024 11:13:49 AM |
Chg.+0.140 |
Bid3:13:39 PM |
Ask3:13:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
+35.90% |
0.510
Bid Size: 50,000 |
0.520
Ask Size: 50,000 |
CARREFOUR S.A. INH.E... |
15.00 EUR |
7/19/2024 |
Put |
Master data
| WKN: |
JK8C2F |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CARREFOUR S.A. INH.EO 2,5 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
7/19/2024 |
| Issue date: |
4/25/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-24.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
0.06 |
| Time value: |
0.57 |
| Break-even: |
14.38 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.20 |
| Spread %: |
47.62% |
| Delta: |
-0.48 |
| Theta: |
-0.01 |
| Omega: |
-11.49 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.22% |
| 1 Month |
|
|
-14.52% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.300 |
| 1M High / 1M Low: |
0.620 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.412 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.370 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
472.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
