JP Morgan Put 21.5 SGE 20.09.2024
/ DE000JT1S1Q8
JP Morgan Put 21.5 SGE 20.09.2024/ DE000JT1S1Q8 /
2024-09-06 10:27:55 AM |
Chg.-0.002 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.039EUR |
-4.88% |
- Bid Size: - |
- Ask Size: - |
STE GENERALE INH. EO... |
21.50 EUR |
2024-09-20 |
Put |
Master data
WKN: |
JT1S1Q |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
STE GENERALE INH. EO 1,25 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
21.50 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2024-06-27 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
-29.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.58 |
Historic volatility: |
0.27 |
Parity: |
-0.05 |
Time value: |
0.07 |
Break-even: |
20.76 |
Moneyness: |
0.98 |
Premium: |
0.06 |
Premium p.a.: |
3.18 |
Spread abs.: |
0.04 |
Spread %: |
117.65% |
Delta: |
-0.39 |
Theta: |
-0.03 |
Omega: |
-11.68 |
Rho: |
0.00 |
Quote data
Open: |
0.039 |
High: |
0.039 |
Low: |
0.039 |
Previous Close: |
0.041 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.18% |
1 Month |
|
|
-72.14% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.063 |
0.038 |
1M High / 1M Low: |
0.160 |
0.033 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.044 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.078 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
308.65% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |