JP Morgan Put 15.5 CAR 21.03.2025
/ DE000JT0LQA0
JP Morgan Put 15.5 CAR 21.03.2025/ DE000JT0LQA0 /
| 2024-07-01 10:15:46 AM |
Chg.- |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.33EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
CARREFOUR S.A. INH.E... |
15.50 - |
2025-03-21 |
Put |
Master data
| WKN: |
JT0LQA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CARREFOUR S.A. INH.EO 2,5 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.50 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-06-05 |
| Last trading day: |
2024-07-02 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.22 |
| Parity: |
0.99 |
| Time value: |
1.73 |
| Break-even: |
12.79 |
| Moneyness: |
1.07 |
| Premium: |
0.12 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.50 |
| Spread %: |
22.62% |
| Delta: |
-0.46 |
| Theta: |
0.00 |
| Omega: |
-2.47 |
| Rho: |
-0.06 |
Quote data
| Open: |
2.33 |
| High: |
2.33 |
| Low: |
2.33 |
| Previous Close: |
2.39 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+9.91% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.43 |
2.12 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
