JP Morgan Put 16 CAR 20.09.2024
/ DE000JB7E5H6
JP Morgan Put 16 CAR 20.09.2024/ DE000JB7E5H6 /
| 2024-05-27 9:01:50 AM |
Chg.-0.03 |
Bid3:21:46 PM |
Ask3:21:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.08EUR |
-2.70% |
0.99
Bid Size: 50,000 |
1.01
Ask Size: 50,000 |
CARREFOUR S.A. INH.E... |
16.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
JB7E5H |
| 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: |
2024-09-20 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-11.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.20 |
| Parity: |
-0.30 |
| Time value: |
1.37 |
| Break-even: |
14.63 |
| Moneyness: |
0.98 |
| Premium: |
0.10 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.30 |
| Spread %: |
28.04% |
| Delta: |
-0.40 |
| Theta: |
-0.01 |
| Omega: |
-4.78 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.08 |
| High: |
1.08 |
| Low: |
1.08 |
| Previous Close: |
1.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.68% |
| 1 Month |
|
|
-20.59% |
| 3 Months |
|
|
-31.65% |
| YTD |
|
|
-14.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.11 |
0.95 |
| 1M High / 1M Low: |
1.52 |
0.81 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-15 |
1.97 |
| Low (YTD): |
2024-05-14 |
0.81 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
