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JP Morgan Put 170 CGM 20.12.2024/  DE000JB3NQT0  /

EUWAX
18/10/2024  11:39:03 Chg.-0.060 Bid22:00:30 Ask22:00:30 Underlying Strike price Expiration date Option type
0.370EUR -13.95% -
Bid Size: -		 -
Ask Size: -		 CAPGEMINI SE INH. EO... 170.00 EUR 20/12/2024 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: 20/12/2024
Issue date: 12/10/2023
Last trading day: 19/12/2024
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): 09/01/2024 1.510
Low (YTD): 30/09/2024 0.270
52W High: 27/10/2023 2.760
52W Low: 30/09/2024 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:   -