JP Morgan Put 95 SQU 16.08.2024
/ DE000JT2HFY7
JP Morgan Put 95 SQU 16.08.2024/ DE000JT2HFY7 /
| 2024-07-16 8:52:29 AM |
Chg.+0.008 |
Bid4:41:52 PM |
Ask4:41:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.041EUR |
+24.24% |
0.039
Bid Size: 75,000 |
0.049
Ask Size: 75,000 |
VINCI S.A. INH. EO... |
95.00 EUR |
2024-08-16 |
Put |
Master data
| WKN: |
JT2HFY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
VINCI S.A. INH. EO 2,50 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-19 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-55.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.16 |
| Parity: |
-1.04 |
| Time value: |
0.19 |
| Break-even: |
93.10 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
2.67 |
| Spread abs.: |
0.15 |
| Spread %: |
375.00% |
| Delta: |
-0.21 |
| Theta: |
-0.07 |
| Omega: |
-11.50 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.041 |
| High: |
0.041 |
| Low: |
0.041 |
| Previous Close: |
0.033 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.87% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.060 |
0.033 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.045 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
