JP Morgan Put 16 CAR 16.08.2024
/ DE000JT06QA9
JP Morgan Put 16 CAR 16.08.2024/ DE000JT06QA9 /
2024-06-17 10:13:49 AM |
Chg.+0.17 |
Bid9:01:29 PM |
Ask9:01:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.80EUR |
+10.43% |
1.46 Bid Size: 3,000 |
1.66 Ask Size: 3,000 |
CARREFOUR S.A. INH.E... |
16.00 EUR |
2024-08-16 |
Put |
Master data
WKN: |
JT06QA |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
CARREFOUR S.A. INH.EO 2,5 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
16.00 EUR |
Maturity: |
2024-08-16 |
Issue date: |
2024-05-22 |
Last trading day: |
2024-08-15 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-7.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.60 |
Intrinsic value: |
1.60 |
Implied volatility: |
0.42 |
Historic volatility: |
0.21 |
Parity: |
1.60 |
Time value: |
0.35 |
Break-even: |
14.06 |
Moneyness: |
1.11 |
Premium: |
0.02 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.30 |
Spread %: |
18.29% |
Delta: |
-0.69 |
Theta: |
-0.01 |
Omega: |
-5.14 |
Rho: |
-0.02 |
Quote data
Open: |
1.80 |
High: |
1.80 |
Low: |
1.80 |
Previous Close: |
1.63 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+25.87% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.63 |
1.33 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.47 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |