JP Morgan Put 180 CGM 20.09.2024
/ DE000JB7L316
JP Morgan Put 180 CGM 20.09.2024/ DE000JB7L316 /
14/08/2024 09:04:54 |
Chg.-0.170 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
0.650EUR |
-20.73% |
- Bid Size: - |
- Ask Size: - |
CAPGEMINI SE INH. EO... |
180.00 EUR |
20/09/2024 |
Put |
Master data
WKN: |
JB7L31 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
CAPGEMINI SE INH. EO 8 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
180.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
05/12/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-19.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.59 |
Intrinsic value: |
0.27 |
Implied volatility: |
0.36 |
Historic volatility: |
0.21 |
Parity: |
0.27 |
Time value: |
0.66 |
Break-even: |
170.70 |
Moneyness: |
1.02 |
Premium: |
0.04 |
Premium p.a.: |
0.43 |
Spread abs.: |
0.30 |
Spread %: |
47.62% |
Delta: |
-0.52 |
Theta: |
-0.10 |
Omega: |
-9.84 |
Rho: |
-0.10 |
Quote data
Open: |
0.650 |
High: |
0.650 |
Low: |
0.650 |
Previous Close: |
0.820 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-22.62% |
1 Month |
|
|
+47.73% |
3 Months |
|
|
+80.56% |
YTD |
|
|
-54.86% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.840 |
0.650 |
1M High / 1M Low: |
1.160 |
0.290 |
6M High / 6M Low: |
1.160 |
0.230 |
High (YTD): |
10/01/2024 |
1.640 |
Low (YTD): |
28/05/2024 |
0.230 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.754 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.538 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.528 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
449.83% |
Volatility 6M: |
|
278.47% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |