JP Morgan Put 14.5 CAR 16.08.2024
/ DE000JT06Q79
JP Morgan Put 14.5 CAR 16.08.2024/ DE000JT06Q79 /
| 2024-07-25 1:51:25 PM |
Chg.+0.410 |
Bid2:31:16 PM |
Ask2:31:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+91.11% |
0.770
Bid Size: 50,000 |
0.790
Ask Size: 50,000 |
CARREFOUR S.A. INH.E... |
14.50 EUR |
2024-08-16 |
Put |
Master data
| WKN: |
JT06Q7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CARREFOUR S.A. INH.EO 2,5 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
14.50 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-22 |
| Last trading day: |
2024-08-15 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-32.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.22 |
| Parity: |
-0.02 |
| Time value: |
0.45 |
| Break-even: |
14.05 |
| Moneyness: |
1.00 |
| Premium: |
0.03 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.01 |
| Spread %: |
2.27% |
| Delta: |
-0.47 |
| Theta: |
-0.01 |
| Omega: |
-15.10 |
| Rho: |
0.00 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+91.11% |
| 1 Month |
|
|
-6.52% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.320 |
| 1M High / 1M Low: |
1.320 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.404 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.766 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
259.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
