JP Morgan Put 200 CGM 20.09.2024
/ DE000JK1W6F3
JP Morgan Put 200 CGM 20.09.2024/ DE000JK1W6F3 /
15/08/2024 12:19:26 |
Chg.-0.04 |
Bid13:05:17 |
Ask13:05:17 |
Underlying |
Strike price |
Expiration date |
Option type |
2.22EUR |
-1.77% |
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: |
2.22 |
High: |
2.22 |
Low: |
2.22 |
Previous Close: |
2.26 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.02% |
1 Month |
|
|
+72.09% |
3 Months |
|
|
+164.29% |
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: |
|
- |