JP Morgan Put 110 SQU 20.12.2024
/ DE000JB64ZV3
JP Morgan Put 110 SQU 20.12.2024/ DE000JB64ZV3 /
| 02/08/2024 08:28:41 |
Chg.+0.22 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
+27.85% |
-
Bid Size: - |
-
Ask Size: - |
VINCI S.A. INH. EO... |
110.00 EUR |
20/12/2024 |
Put |
Master data
| WKN: |
JB64ZV |
| 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: |
20/12/2024 |
| Issue date: |
21/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.17 |
| Parity: |
0.78 |
| Time value: |
0.45 |
| Break-even: |
97.80 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.20 |
| Spread %: |
19.61% |
| Delta: |
-0.57 |
| Theta: |
-0.02 |
| Omega: |
-4.79 |
| Rho: |
-0.27 |
Quote data
| Open: |
1.01 |
| High: |
1.01 |
| Low: |
1.01 |
| Previous Close: |
0.79 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.17% |
| 1 Month |
|
|
-2.88% |
| 3 Months |
|
|
+71.19% |
| YTD |
|
|
+23.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.01 |
0.64 |
| 1M High / 1M Low: |
1.04 |
0.64 |
| 6M High / 6M Low: |
1.31 |
0.34 |
| High (YTD): |
18/06/2024 |
1.31 |
| Low (YTD): |
03/06/2024 |
0.34 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.66 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.68% |
| Volatility 6M: |
|
167.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
