JP Morgan Put 190 CGM 16.08.2024
/ DE000JT06QF8
JP Morgan Put 190 CGM 16.08.2024/ DE000JT06QF8 /
| 7/16/2024 10:13:01 AM |
Chg.-0.030 |
Bid7:13:42 PM |
Ask7:13:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
-4.84% |
0.580
Bid Size: 2,000 |
0.780
Ask Size: 2,000 |
CAPGEMINI SE INH. EO... |
190.00 EUR |
8/16/2024 |
Put |
Master data
| WKN: |
JT06QF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CAPGEMINI SE INH. EO 8 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
190.00 EUR |
| Maturity: |
8/16/2024 |
| Issue date: |
5/22/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-20.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.23 |
| Parity: |
-0.19 |
| Time value: |
0.92 |
| Break-even: |
180.80 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
0.30 |
| Spread %: |
48.39% |
| Delta: |
-0.44 |
| Theta: |
-0.16 |
| Omega: |
-9.07 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.620 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.56% |
| 1 Month |
|
|
-56.30% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.620 |
| 1M High / 1M Low: |
1.270 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.802 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.909 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
