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JP Morgan Put 13.5 CAR 20.09.2024/  DE000JB7D5A2  /

EUWAX
02/08/2024  08:54:37 Chg.+0.040 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.340EUR +13.33% -
Bid Size: -		 -
Ask Size: -		 CARREFOUR S.A. INH.E... 13.50 EUR 20/09/2024 Put
 

Master data

WKN: JB7D5A
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CARREFOUR S.A. INH.EO 2,5
Type: Warrant
Option type: Put
Strike price: 13.50 EUR
Maturity: 20/09/2024
Issue date: 05/12/2023
Last trading day: 19/09/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -30.82
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.22
Parity: -0.37
Time value: 0.45
Break-even: 13.05
Moneyness: 0.97
Premium: 0.06
Premium p.a.: 0.55
Spread abs.: 0.20
Spread %: 80.00%
Delta: -0.37
Theta: -0.01
Omega: -11.45
Rho: -0.01
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.300
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.56%
1 Month
  -41.38%
3 Months
  -12.82%
YTD
  -33.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.260
1M High / 1M Low: 0.580 0.180
6M High / 6M Low: 0.740 0.180
High (YTD): 28/06/2024 0.740
Low (YTD): 23/07/2024 0.180
52W High: - -
52W Low: - -
Avg. price 1W:   0.298
Avg. volume 1W:   0.000
Avg. price 1M:   0.318
Avg. volume 1M:   0.000
Avg. price 6M:   0.402
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   303.29%
Volatility 6M:   218.74%
Volatility 1Y:   -
Volatility 3Y:   -