JP Morgan Put 95 SQU 20.12.2024
/ DE000JB4SYS3
JP Morgan Put 95 SQU 20.12.2024/ DE000JB4SYS3 /
| 2024-07-09 9:03:44 AM |
Chg.-0.020 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-8.33% |
-
Bid Size: - |
-
Ask Size: - |
VINCI S.A. INH. EO... |
95.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
JB4SYS |
| 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: |
2024-12-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-25.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.16 |
| Parity: |
-1.07 |
| Time value: |
0.42 |
| Break-even: |
90.80 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.20 |
| Spread %: |
90.91% |
| Delta: |
-0.26 |
| Theta: |
-0.02 |
| Omega: |
-6.47 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.11% |
| 1 Month |
|
|
+83.33% |
| 3 Months |
|
|
-4.35% |
| YTD |
|
|
-38.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.240 |
| 1M High / 1M Low: |
0.470 |
0.230 |
| 6M High / 6M Low: |
0.470 |
0.097 |
| High (YTD): |
2024-06-28 |
0.470 |
| Low (YTD): |
2024-06-03 |
0.097 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.292 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.350 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.237 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
249.28% |
| Volatility 6M: |
|
192.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
