JP Morgan Put 110 SQU 20.09.2024
/ DE000JB8HDG6
JP Morgan Put 110 SQU 20.09.2024/ DE000JB8HDG6 /
08/07/2024 09:00:14 |
Chg.-0.030 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
0.690EUR |
-4.17% |
- Bid Size: - |
- Ask Size: - |
VINCI S.A. INH. EO... |
110.00 EUR |
20/09/2024 |
Put |
Master data
WKN: |
JB8HDG |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
VINCI S.A. INH. EO 2,50 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
110.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
05/12/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-13.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.55 |
Intrinsic value: |
0.48 |
Implied volatility: |
0.29 |
Historic volatility: |
0.16 |
Parity: |
0.48 |
Time value: |
0.30 |
Break-even: |
102.20 |
Moneyness: |
1.05 |
Premium: |
0.03 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.15 |
Spread %: |
23.81% |
Delta: |
-0.59 |
Theta: |
-0.03 |
Omega: |
-7.92 |
Rho: |
-0.14 |
Quote data
Open: |
0.690 |
High: |
0.690 |
Low: |
0.690 |
Previous Close: |
0.720 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-27.37% |
1 Month |
|
|
+187.50% |
3 Months |
|
|
+60.47% |
YTD |
|
|
+4.55% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.060 |
0.720 |
1M High / 1M Low: |
1.200 |
0.680 |
6M High / 6M Low: |
1.200 |
0.170 |
High (YTD): |
28/06/2024 |
1.200 |
Low (YTD): |
03/06/2024 |
0.170 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.888 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.951 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.487 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
207.52% |
Volatility 6M: |
|
297.87% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |