JP Morgan Put 110 CGM 20.12.2024
/ DE000JB4DMD2
JP Morgan Put 110 CGM 20.12.2024/ DE000JB4DMD2 /
6/20/2024 9:13:31 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
- |
- Bid Size: - |
- Ask Size: - |
CAPGEMINI SE INH. EO... |
110.00 - |
12/20/2024 |
Put |
Master data
WKN: |
JB4DMD |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
CAPGEMINI SE INH. EO 8 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
110.00 - |
Maturity: |
12/20/2024 |
Issue date: |
10/10/2023 |
Last trading day: |
6/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-119.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.58 |
Historic volatility: |
0.23 |
Parity: |
-8.19 |
Time value: |
0.16 |
Break-even: |
108.40 |
Moneyness: |
0.57 |
Premium: |
0.44 |
Premium p.a.: |
1.32 |
Spread abs.: |
0.04 |
Spread %: |
33.33% |
Delta: |
-0.05 |
Theta: |
-0.02 |
Omega: |
-5.47 |
Rho: |
-0.04 |
Quote data
Open: |
0.130 |
High: |
0.130 |
Low: |
0.130 |
Previous Close: |
0.140 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-7.14% |
YTD |
|
|
-56.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.150 |
0.130 |
6M High / 6M Low: |
0.240 |
0.088 |
High (YTD): |
1/5/2024 |
0.330 |
Low (YTD): |
5/24/2024 |
0.088 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.140 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.135 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
63.14% |
Volatility 6M: |
|
124.95% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |