JP Morgan Put 100 SQU 20.09.2024
/ DE000JB9USY8
JP Morgan Put 100 SQU 20.09.2024/ DE000JB9USY8 /
| 8/2/2024 9:46:32 AM |
Chg.+0.070 |
Bid5:36:54 PM |
Ask5:36:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
+50.00% |
0.250
Bid Size: 5,000 |
0.340
Ask Size: 5,000 |
VINCI S.A. INH. EO... |
100.00 EUR |
9/20/2024 |
Put |
Master data
| WKN: |
JB9USY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
VINCI S.A. INH. EO 2,50 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
1/5/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-30.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.17 |
| Parity: |
-0.31 |
| Time value: |
0.34 |
| Break-even: |
96.60 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.15 |
| Spread %: |
78.95% |
| Delta: |
-0.36 |
| Theta: |
-0.04 |
| Omega: |
-11.03 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.140 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+90.91% |
| 1 Month |
|
|
-48.78% |
| 3 Months |
|
|
+31.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.110 |
| 1M High / 1M Low: |
0.410 |
0.110 |
| 6M High / 6M Low: |
0.560 |
0.061 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.122 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.187 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.199 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
263.79% |
| Volatility 6M: |
|
377.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
