JP Morgan Put 170 CGM 20.12.2024
/ DE000JB3NQT0
JP Morgan Put 170 CGM 20.12.2024/ DE000JB3NQT0 /
10/18/2024 11:39:03 AM |
Chg.-0.060 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.370EUR |
-13.95% |
- 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: |
-25.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.22 |
Parity: |
-1.29 |
Time value: |
0.73 |
Break-even: |
162.70 |
Moneyness: |
0.93 |
Premium: |
0.11 |
Premium p.a.: |
0.83 |
Spread abs.: |
0.30 |
Spread %: |
69.77% |
Delta: |
-0.30 |
Theta: |
-0.09 |
Omega: |
-7.60 |
Rho: |
-0.11 |
Quote data
Open: |
0.370 |
High: |
0.370 |
Low: |
0.370 |
Previous Close: |
0.430 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-21.28% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-30.19% |
YTD |
|
|
-72.99% |
1 Year |
|
|
-85.82% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.490 |
0.430 |
1M High / 1M Low: |
0.550 |
0.270 |
6M High / 6M Low: |
1.010 |
0.270 |
High (YTD): |
1/9/2024 |
1.510 |
Low (YTD): |
9/30/2024 |
0.270 |
52W High: |
10/27/2023 |
2.760 |
52W Low: |
9/30/2024 |
0.270 |
Avg. price 1W: |
|
0.456 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.399 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.571 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.891 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
207.29% |
Volatility 6M: |
|
203.52% |
Volatility 1Y: |
|
156.35% |
Volatility 3Y: |
|
- |