JP Morgan Put 15 GZF 15.11.2024
/ DE000JT8JT97
JP Morgan Put 15 GZF 15.11.2024/ DE000JT8JT97 /
| 09/10/2024 10:54:20 |
Chg.- |
Bid12:02:00 |
Ask12:02:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
- |
0.250
Bid Size: 50,000 |
0.280
Ask Size: 50,000 |
ENGIE S.A. INH. ... |
15.00 EUR |
15/11/2024 |
Put |
Master data
| WKN: |
JT8JT9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ENGIE S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
15.00 EUR |
| Maturity: |
15/11/2024 |
| Issue date: |
22/08/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-26.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.16 |
| Parity: |
-0.39 |
| Time value: |
0.58 |
| Break-even: |
14.42 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
0.86 |
| Spread abs.: |
0.30 |
| Spread %: |
107.14% |
| Delta: |
-0.39 |
| Theta: |
-0.01 |
| Omega: |
-10.25 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.00% |
| 1 Month |
|
|
+52.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.250 |
| 1M High / 1M Low: |
0.320 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.288 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.242 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
