JP Morgan Put 105 SQU 20.12.2024
/ DE000JB4DNT6
JP Morgan Put 105 SQU 20.12.2024/ DE000JB4DNT6 /
| 6/28/2024 10:34:08 AM |
Chg.+0.11 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
+12.36% |
-
Bid Size: - |
-
Ask Size: - |
VINCI S.A. INH. EO... |
105.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
JB4DNT |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
VINCI S.A. INH. EO 2,50 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
105.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.16 |
| Parity: |
0.61 |
| Time value: |
0.55 |
| Break-even: |
93.40 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.20 |
| Spread %: |
20.83% |
| Delta: |
-0.53 |
| Theta: |
-0.02 |
| Omega: |
-4.49 |
| Rho: |
-0.31 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
1.00 |
| Previous Close: |
0.89 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.95% |
| 1 Month |
|
|
+316.67% |
| 3 Months |
|
|
+203.03% |
| YTD |
|
|
+61.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.750 |
| 1M High / 1M Low: |
0.990 |
0.220 |
| 6M High / 6M Low: |
0.990 |
0.220 |
| High (YTD): |
6/17/2024 |
0.990 |
| Low (YTD): |
6/3/2024 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.807 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.584 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.462 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
369.54% |
| Volatility 6M: |
|
184.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
