JP Morgan Call 200 CGM 18.10.2024
/ DE000JT6B5P5
JP Morgan Call 200 CGM 18.10.2024/ DE000JT6B5P5 /
30/08/2024 11:07:34 |
Chg.+0.060 |
Bid21:55:09 |
Ask21:55:09 |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
+37.50% |
0.200 Bid Size: 1,000 |
0.500 Ask Size: 1,000 |
CAPGEMINI SE INH. EO... |
200.00 EUR |
18/10/2024 |
Call |
Master data
WKN: |
JT6B5P |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
CAPGEMINI SE INH. EO 8 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 EUR |
Maturity: |
18/10/2024 |
Issue date: |
25/07/2024 |
Last trading day: |
17/10/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
37.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.21 |
Parity: |
-1.25 |
Time value: |
0.50 |
Break-even: |
205.00 |
Moneyness: |
0.94 |
Premium: |
0.09 |
Premium p.a.: |
0.97 |
Spread abs.: |
0.30 |
Spread %: |
150.00% |
Delta: |
0.34 |
Theta: |
-0.10 |
Omega: |
12.76 |
Rho: |
0.08 |
Quote data
Open: |
0.220 |
High: |
0.220 |
Low: |
0.220 |
Previous Close: |
0.160 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+83.33% |
1 Month |
|
|
-31.25% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.220 |
0.120 |
1M High / 1M Low: |
0.320 |
0.099 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.158 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.158 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
296.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |