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JP Morgan Put 13.5 CAR 20.09.2024/  DE000JB7D5A2  /

EUWAX
7/9/2024  8:58:55 AM Chg.-0.020 Bid9:36:57 AM Ask9:36:57 AM Underlying Strike price Expiration date Option type
0.340EUR -5.56% 0.390
Bid Size: 50,000		 0.400
Ask Size: 50,000		 CARREFOUR S.A. INH.E... 13.50 EUR 9/20/2024 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: 9/20/2024
Issue date: 12/5/2023
Last trading day: 9/19/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: -20.06
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.22
Parity: -0.55
Time value: 0.70
Break-even: 12.80
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 0.53
Spread abs.: 0.30
Spread %: 75.00%
Delta: -0.36
Theta: -0.01
Omega: -7.29
Rho: -0.01
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.16%
1 Month  
+30.77%
3 Months
  -10.53%
YTD
  -33.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.360
1M High / 1M Low: 0.740 0.290
6M High / 6M Low: 0.740 0.180
High (YTD): 6/28/2024 0.740
Low (YTD): 5/14/2024 0.180
52W High: - -
52W Low: - -
Avg. price 1W:   0.494
Avg. volume 1W:   0.000
Avg. price 1M:   0.495
Avg. volume 1M:   0.000
Avg. price 6M:   0.439
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   262.71%
Volatility 6M:   193.76%
Volatility 1Y:   -
Volatility 3Y:   -