JP Morgan Put 16 CAR 20.06.2025
/ DE000JK6UPZ6
JP Morgan Put 16 CAR 20.06.2025/ DE000JK6UPZ6 /
2024-06-06 11:11:23 AM |
Chg.+0.19 |
Bid2:16:59 PM |
Ask2:16:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.26EUR |
+9.18% |
2.28 Bid Size: 50,000 |
2.32 Ask Size: 50,000 |
CARREFOUR S.A. INH.E... |
16.00 EUR |
2025-06-20 |
Put |
Master data
WKN: |
JK6UPZ |
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: |
2025-06-20 |
Issue date: |
2024-04-10 |
Last trading day: |
2025-06-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-5.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.55 |
Intrinsic value: |
1.06 |
Implied volatility: |
0.42 |
Historic volatility: |
0.21 |
Parity: |
1.06 |
Time value: |
1.77 |
Break-even: |
13.18 |
Moneyness: |
1.07 |
Premium: |
0.12 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.70 |
Spread %: |
33.02% |
Delta: |
-0.44 |
Theta: |
0.00 |
Omega: |
-2.34 |
Rho: |
-0.10 |
Quote data
Open: |
2.26 |
High: |
2.26 |
Low: |
2.26 |
Previous Close: |
2.07 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-4.64% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.33 |
1.97 |
1M High / 1M Low: |
2.37 |
1.79 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.15 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.08 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
107.96% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |