JP Morgan Put 90 SQU 20.12.2024
/ DE000JB4SYR5
JP Morgan Put 90 SQU 20.12.2024/ DE000JB4SYR5 /
| 08/08/2024 09:00:25 |
Chg.- |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
VINCI S.A. INH. EO... |
90.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
JB4SYR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
VINCI S.A. INH. EO 2,50 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
08/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-49.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.17 |
| Parity: |
-1.35 |
| Time value: |
0.21 |
| Break-even: |
87.90 |
| Moneyness: |
0.87 |
| Premium: |
0.15 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.01 |
| Spread %: |
5.00% |
| Delta: |
-0.18 |
| Theta: |
-0.02 |
| Omega: |
-8.97 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+28.57% |
| 3 Months |
|
|
+111.76% |
| YTD |
|
|
-33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.180 |
| 1M High / 1M Low: |
0.280 |
0.110 |
| 6M High / 6M Low: |
0.320 |
0.070 |
| High (YTD): |
18/06/2024 |
0.320 |
| Low (YTD): |
03/06/2024 |
0.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.154 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.158 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
265.32% |
| Volatility 6M: |
|
209.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
