JP Morgan Put 195 CGM 21.03.2025
/ DE000JT1MS58
JP Morgan Put 195 CGM 21.03.2025/ DE000JT1MS58 /
| 11/6/2024 11:06:14 AM |
Chg.-0.04 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.37EUR |
-1.17% |
-
Bid Size: - |
-
Ask Size: - |
CAPGEMINI SE INH. EO... |
195.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
JT1MS5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CAPGEMINI SE INH. EO 8 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
195.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/7/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.52 |
| Intrinsic value: |
3.52 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.23 |
| Parity: |
3.52 |
| Time value: |
0.56 |
| Break-even: |
154.20 |
| Moneyness: |
1.22 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.50 |
| Spread %: |
13.97% |
| Delta: |
-0.69 |
| Theta: |
-0.05 |
| Omega: |
-2.71 |
| Rho: |
-0.56 |
Quote data
| Open: |
3.37 |
| High: |
3.37 |
| Low: |
3.37 |
| Previous Close: |
3.41 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.30% |
| 1 Month |
|
|
+105.49% |
| 3 Months |
|
|
+37.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.47 |
3.36 |
| 1M High / 1M Low: |
3.47 |
1.78 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
