JP Morgan Put 145 CGM 21.02.2025
/ DE000JV8ADN3
JP Morgan Put 145 CGM 21.02.2025/ DE000JV8ADN3 /
| 10/01/2025 11:24:59 |
Chg.-0.070 |
Bid16:06:28 |
Ask16:06:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-18.42% |
0.380
Bid Size: 50,000 |
0.410
Ask Size: 50,000 |
CAPGEMINI SE INH. EO... |
145.00 EUR |
21/02/2025 |
Put |
Master data
| WKN: |
JV8ADN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CAPGEMINI SE INH. EO 8 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 EUR |
| Maturity: |
21/02/2025 |
| Issue date: |
29/11/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-23.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.24 |
| Parity: |
-1.20 |
| Time value: |
0.68 |
| Break-even: |
138.20 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
1.67 |
| Spread abs.: |
0.30 |
| Spread %: |
78.95% |
| Delta: |
-0.30 |
| Theta: |
-0.13 |
| Omega: |
-7.02 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.55% |
| 1 Month |
|
|
-32.61% |
| 3 Months |
|
|
- |
| YTD |
|
|
-27.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.330 |
| 1M High / 1M Low: |
0.560 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2025 |
0.450 |
| Low (YTD): |
07/01/2025 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.460 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |