JP Morgan Put 110 SQU 20.09.2024
/ DE000JB8HDG6
JP Morgan Put 110 SQU 20.09.2024/ DE000JB8HDG6 /
| 6/28/2024 9:02:30 AM |
Chg.+0.19 |
Bid4:25:59 PM |
Ask4:25:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.20EUR |
+18.81% |
1.22
Bid Size: 75,000 |
1.23
Ask Size: 75,000 |
VINCI S.A. INH. EO... |
110.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
12/5/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-7.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.16 |
| Parity: |
1.11 |
| Time value: |
0.23 |
| Break-even: |
96.60 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.15 |
| Spread %: |
12.61% |
| Delta: |
-0.68 |
| Theta: |
-0.03 |
| Omega: |
-5.04 |
| Rho: |
-0.19 |
Quote data
| Open: |
1.20 |
| High: |
1.20 |
| Low: |
1.20 |
| Previous Close: |
1.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.93% |
| 1 Month |
|
|
+531.58% |
| 3 Months |
|
|
+300.00% |
| YTD |
|
|
+81.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.01 |
0.87 |
| 1M High / 1M Low: |
1.20 |
0.17 |
| 6M High / 6M Low: |
1.20 |
0.17 |
| High (YTD): |
6/17/2024 |
1.20 |
| Low (YTD): |
6/3/2024 |
0.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
640.11% |
| Volatility 6M: |
|
292.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
