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JP Morgan Put 160 CGM 20.12.2024/  DE000JB4DMP6  /

EUWAX
8/15/2024  8:59:56 AM Chg.-0.020 Bid10:19:32 AM Ask10:19:32 AM Underlying Strike price Expiration date Option type
0.460EUR -4.17% 0.450
Bid Size: 50,000		 0.490
Ask Size: 50,000		 CAPGEMINI SE INH. EO... 160.00 EUR 12/20/2024 Put
 

Master data

WKN: JB4DMP
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CAPGEMINI SE INH. EO 8
Type: Warrant
Option type: Put
Strike price: 160.00 EUR
Maturity: 12/20/2024
Issue date: 10/10/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -18.27
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.21
Parity: -1.73
Time value: 0.97
Break-even: 150.30
Moneyness: 0.90
Premium: 0.15
Premium p.a.: 0.50
Spread abs.: 0.50
Spread %: 106.38%
Delta: -0.29
Theta: -0.06
Omega: -5.22
Rho: -0.21
 

Quote data

Open: 0.460
High: 0.460
Low: 0.460
Previous Close: 0.480
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.03%
1 Month  
+31.43%
3 Months  
+31.43%
YTD
  -57.80%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.480
1M High / 1M Low: 0.630 0.260
6M High / 6M Low: 0.670 0.260
High (YTD): 1/10/2024 1.200
Low (YTD): 7/23/2024 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.532
Avg. volume 1W:   0.000
Avg. price 1M:   0.416
Avg. volume 1M:   0.000
Avg. price 6M:   0.438
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   301.46%
Volatility 6M:   186.14%
Volatility 1Y:   -
Volatility 3Y:   -