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JP Morgan Put 170 CGM 20.12.2024/  DE000JB3NQT0  /

EUWAX
8/15/2024  11:21:26 AM Chg.-0.030 Bid8:31:13 PM Ask8:31:13 PM Underlying Strike price Expiration date Option type
0.710EUR -4.05% 0.640
Bid Size: 2,000		 0.940
Ask Size: 2,000		 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: -16.88
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.21
Parity: -0.73
Time value: 1.05
Break-even: 159.50
Moneyness: 0.96
Premium: 0.10
Premium p.a.: 0.32
Spread abs.: 0.30
Spread %: 40.00%
Delta: -0.36
Theta: -0.05
Omega: -6.06
Rho: -0.26
 

Quote data

Open: 0.710
High: 0.710
Low: 0.710
Previous Close: 0.740
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.32%
1 Month  
+39.22%
3 Months  
+47.92%
YTD
  -48.18%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.740
1M High / 1M Low: 1.010 0.430
6M High / 6M Low: 1.010 0.360
High (YTD): 1/9/2024 1.510
Low (YTD): 5/27/2024 0.360
52W High: - -
52W Low: - -
Avg. price 1W:   0.812
Avg. volume 1W:   0.000
Avg. price 1M:   0.645
Avg. volume 1M:   0.000
Avg. price 6M:   0.613
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   265.09%
Volatility 6M:   177.40%
Volatility 1Y:   -
Volatility 3Y:   -