JP Morgan Put 110 SQU/ DE000JT88656 /
| 17/10/2024 08:54:38 | Chg.- | Bid22:00:30 | Ask22:00:30 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.260EUR | - | - Bid Size: - |
- Ask Size: - |
VINCI S.A. INH. EO... | 110.00 EUR | 18/10/2024 | Put |
Master data
| WKN: | JT8865 |
|---|---|
| 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: | 18/10/2024 |
| Issue date: | 10/09/2024 |
| Last trading day: | 17/10/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -24.94 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.28 |
|---|---|
| Intrinsic value: | 0.28 |
| Implied volatility: | 1.20 |
| Historic volatility: | 0.18 |
| Parity: | 0.28 |
| Time value: | 0.16 |
| Break-even: | 105.70 |
| Moneyness: | 1.03 |
| Premium: | 0.01 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.15 |
| Spread %: | 53.57% |
| Delta: | -0.64 |
| Theta: | -1.24 |
| Omega: | -16.09 |
| Rho: | 0.00 |
Quote data
| Open: | 0.260 |
|---|---|
| High: | 0.260 |
| Low: | 0.260 |
| Previous Close: | 0.330 |
| Turnover: | 0.000 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -25.71% | ||
|---|---|---|---|
| 1 Month | +30.00% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.350 | 0.210 |
|---|---|---|
| 1M High / 1M Low: | 0.800 | 0.200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.296 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.396 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 688.54% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
