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JP Morgan Put 170 CGM 20.12.2024/  DE000JB3NQT0  /

EUWAX
7/16/2024  11:23:51 AM Chg.-0.020 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.490EUR -3.92% -
Bid Size: -		 -
Ask Size: -		 CAPGEMINI SE INH. EO... 170.00 EUR 12/20/2024 Put
 

Master data

WKN: JB3NQT
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: CAPGEMINI SE INH. EO 8
Type: Warrant
Option type: Put
Strike price: 170.00 EUR
Maturity: 12/20/2024
Issue date: 10/12/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -19.00
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.23
Parity: -2.19
Time value: 1.01
Break-even: 159.90
Moneyness: 0.89
Premium: 0.17
Premium p.a.: 0.43
Spread abs.: 0.50
Spread %: 98.04%
Delta: -0.27
Theta: -0.05
Omega: -5.04
Rho: -0.26
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.510
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.94%
1 Month
  -45.56%
3 Months
  -31.94%
YTD
  -64.23%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.510
1M High / 1M Low: 0.930 0.510
6M High / 6M Low: 1.220 0.360
High (YTD): 1/9/2024 1.510
Low (YTD): 5/27/2024 0.360
52W High: - -
52W Low: - -
Avg. price 1W:   0.596
Avg. volume 1W:   0.000
Avg. price 1M:   0.694
Avg. volume 1M:   0.000
Avg. price 6M:   0.664
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.09%
Volatility 6M:   146.51%
Volatility 1Y:   -
Volatility 3Y:   -