JP Morgan Put 15 GZF 20.06.2025
/ DE000JK6C613
JP Morgan Put 15 GZF 20.06.2025/ DE000JK6C613 /
6/18/2024 9:29:30 AM |
Chg.- |
Bid8:15:47 AM |
Ask8:15:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.55EUR |
- |
2.47 Bid Size: 3,000 |
3.17 Ask Size: 3,000 |
ENGIE S.A. INH. ... |
15.00 EUR |
6/20/2025 |
Put |
Master data
WKN: |
JK6C61 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
ENGIE S.A. INH. EO 1 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
15.00 EUR |
Maturity: |
6/20/2025 |
Issue date: |
4/9/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-4.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.70 |
Intrinsic value: |
1.70 |
Implied volatility: |
0.46 |
Historic volatility: |
0.17 |
Parity: |
1.70 |
Time value: |
1.43 |
Break-even: |
11.87 |
Moneyness: |
1.13 |
Premium: |
0.11 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.70 |
Spread %: |
28.81% |
Delta: |
-0.48 |
Theta: |
0.00 |
Omega: |
-2.05 |
Rho: |
-0.10 |
Quote data
Open: |
2.55 |
High: |
2.55 |
Low: |
2.55 |
Previous Close: |
2.65 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+32.12% |
1 Month |
|
|
+87.50% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.65 |
1.93 |
1M High / 1M Low: |
2.65 |
1.15 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.34 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.57 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
146.36% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |