JP Morgan Put 17.5 CAR 20.09.2024
/ DE000JB7E5N4
JP Morgan Put 17.5 CAR 20.09.2024/ DE000JB7E5N4 /
| 5/23/2024 1:53:17 PM |
Chg.-0.09 |
Bid9:58:45 PM |
Ask9:58:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.08EUR |
-4.15% |
2.20
Bid Size: 2,000 |
2.50
Ask Size: 2,000 |
CARREFOUR S.A. INH.E... |
17.50 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
JB7E5N |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CARREFOUR S.A. INH.EO 2,5 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
17.50 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
12/5/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.20 |
| Parity: |
1.13 |
| Time value: |
1.22 |
| Break-even: |
15.16 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.30 |
| Spread %: |
14.71% |
| Delta: |
-0.52 |
| Theta: |
-0.01 |
| Omega: |
-3.66 |
| Rho: |
-0.04 |
Quote data
| Open: |
2.08 |
| High: |
2.08 |
| Low: |
2.08 |
| Previous Close: |
2.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.14% |
| 1 Month |
|
|
-9.17% |
| 3 Months |
|
|
-8.77% |
| YTD |
|
|
+1.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.24 |
1.95 |
| 1M High / 1M Low: |
2.72 |
1.69 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2/15/2024 |
3.09 |
| Low (YTD): |
5/14/2024 |
1.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
