JP Morgan Put 105 SQU 20.12.2024
/ DE000JB4DNT6
JP Morgan Put 105 SQU 20.12.2024/ DE000JB4DNT6 /
| 7/16/2024 10:41:57 AM |
Chg.+0.040 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
+7.84% |
-
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: |
-14.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.16 |
| Parity: |
-0.04 |
| Time value: |
0.73 |
| Break-even: |
97.70 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.20 |
| Spread %: |
37.74% |
| Delta: |
-0.42 |
| Theta: |
-0.02 |
| Omega: |
-6.09 |
| Rho: |
-0.22 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.550 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.84% |
| 1 Month |
|
|
-44.44% |
| 3 Months |
|
|
+14.58% |
| YTD |
|
|
-11.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.510 |
| 1M High / 1M Low: |
1.000 |
0.470 |
| 6M High / 6M Low: |
1.000 |
0.220 |
| High (YTD): |
6/28/2024 |
1.000 |
| Low (YTD): |
6/3/2024 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.558 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.723 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.468 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.14% |
| Volatility 6M: |
|
196.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
