JP Morgan Put 15 GZF 20.09.2024
/ DE000JB8V4L9
JP Morgan Put 15 GZF 20.09.2024/ DE000JB8V4L9 /
| 6/18/2024 9:19:38 AM |
Chg.-0.13 |
Bid8:15:24 PM |
Ask8:15:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.85EUR |
-6.57% |
1.81
Bid Size: 3,000 |
2.11
Ask Size: 3,000 |
ENGIE S.A. INH. ... |
15.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
JB8V4L |
| 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: |
9/20/2024 |
| Issue date: |
12/5/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
1.80 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.17 |
| Parity: |
1.80 |
| Time value: |
0.27 |
| Break-even: |
12.94 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.30 |
| Spread %: |
17.05% |
| Delta: |
-0.71 |
| Theta: |
0.00 |
| Omega: |
-4.55 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.85 |
| High: |
1.85 |
| Low: |
1.85 |
| Previous Close: |
1.98 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+110.23% |
| 1 Month |
|
|
+400.00% |
| 3 Months |
|
|
+55.46% |
| YTD |
|
|
+59.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.98 |
0.88 |
| 1M High / 1M Low: |
1.98 |
0.32 |
| 6M High / 6M Low: |
2.16 |
0.32 |
| High (YTD): |
2/9/2024 |
2.16 |
| Low (YTD): |
6/5/2024 |
0.32 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
430.53% |
| Volatility 6M: |
|
208.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
