JP Morgan Put 16.5 CAR 20.09.2024
/ DE000JB7E5J2
JP Morgan Put 16.5 CAR 20.09.2024/ DE000JB7E5J2 /
| 6/17/2024 9:04:45 AM |
Chg.+0.13 |
Bid9:17:21 PM |
Ask9:17:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.16EUR |
+6.40% |
1.94
Bid Size: 3,000 |
2.24
Ask Size: 3,000 |
CARREFOUR S.A. INH.E... |
16.50 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
JB7E5J |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CARREFOUR S.A. INH.EO 2,5 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.50 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
12/5/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.10 |
| Intrinsic value: |
2.10 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.21 |
| Parity: |
2.10 |
| Time value: |
0.34 |
| Break-even: |
14.07 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.30 |
| Spread %: |
14.08% |
| Delta: |
-0.70 |
| Theta: |
0.00 |
| Omega: |
-4.17 |
| Rho: |
-0.03 |
Quote data
| Open: |
2.16 |
| High: |
2.16 |
| Low: |
2.16 |
| Previous Close: |
2.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
+56.52% |
| 3 Months |
|
|
+13.68% |
| YTD |
|
|
+44.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.03 |
1.87 |
| 1M High / 1M Low: |
2.03 |
1.23 |
| 6M High / 6M Low: |
2.32 |
1.05 |
| High (YTD): |
2/15/2024 |
2.32 |
| Low (YTD): |
5/14/2024 |
1.05 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.43% |
| Volatility 6M: |
|
126.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
