JP Morgan Put 165 CGM 21.03.2025
/ DE000JT1LZL6
JP Morgan Put 165 CGM 21.03.2025/ DE000JT1LZL6 /
| 10/18/2024 9:21:23 AM |
Chg.-0.040 |
Bid5:36:43 PM |
Ask5:36:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
-6.15% |
0.590
Bid Size: 2,000 |
0.890
Ask Size: 2,000 |
CAPGEMINI SE INH. EO... |
165.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
JT1LZL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CAPGEMINI SE INH. EO 8 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
165.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/4/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-16.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.22 |
| Parity: |
-1.79 |
| Time value: |
1.14 |
| Break-even: |
153.60 |
| Moneyness: |
0.90 |
| Premium: |
0.16 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.50 |
| Spread %: |
78.13% |
| Delta: |
-0.29 |
| Theta: |
-0.05 |
| Omega: |
-4.69 |
| Rho: |
-0.27 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.650 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.15% |
| 1 Month |
|
|
+15.09% |
| 3 Months |
|
|
+1.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.590 |
| 1M High / 1M Low: |
0.720 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.644 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.574 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
