JP Morgan Put 200 CGM 20.09.2024
/ DE000JK1W6F3
JP Morgan Put 200 CGM 20.09.2024/ DE000JK1W6F3 /
| 14/08/2024 12:12:11 |
Chg.- |
Bid11:05:48 |
Ask11:05:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.26EUR |
- |
2.21
Bid Size: 15,000 |
2.26
Ask Size: 15,000 |
CAPGEMINI SE INH. EO... |
200.00 EUR |
20/09/2024 |
Put |
Master data
| WKN: |
JK1W6F |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CAPGEMINI SE INH. EO 8 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
25/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-6.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.28 |
| Intrinsic value: |
2.28 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.21 |
| Parity: |
2.28 |
| Time value: |
0.51 |
| Break-even: |
172.20 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.50 |
| Spread %: |
21.93% |
| Delta: |
-0.70 |
| Theta: |
-0.15 |
| Omega: |
-4.47 |
| Rho: |
-0.15 |
Quote data
| Open: |
2.26 |
| High: |
2.26 |
| Low: |
2.26 |
| Previous Close: |
2.47 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.38% |
| 1 Month |
|
|
+75.19% |
| 3 Months |
|
|
+169.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.47 |
2.21 |
| 1M High / 1M Low: |
2.49 |
0.94 |
| 6M High / 6M Low: |
2.49 |
0.59 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.26 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.66% |
| Volatility 6M: |
|
189.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
