JP Morgan Put 16 CAR 19.07.2024
/ DE000JK8SL10
JP Morgan Put 16 CAR 19.07.2024/ DE000JK8SL10 /
| 6/6/2024 11:14:57 AM |
Chg.+0.26 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
+26.00% |
-
Bid Size: - |
-
Ask Size: - |
CARREFOUR S.A. INH.E... |
16.00 EUR |
7/19/2024 |
Put |
Master data
| WKN: |
JK8SL1 |
| 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: |
7/19/2024 |
| Issue date: |
4/25/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.21 |
| Parity: |
1.06 |
| Time value: |
0.31 |
| Break-even: |
14.64 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.30 |
| Spread %: |
28.30% |
| Delta: |
-0.67 |
| Theta: |
-0.01 |
| Omega: |
-7.40 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.26 |
| High: |
1.26 |
| Low: |
1.26 |
| Previous Close: |
1.00 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.51% |
| 1 Month |
|
|
+1.61% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.16 |
0.81 |
| 1M High / 1M Low: |
1.24 |
0.54 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
336.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
