JP Morgan Put 160 CGM 21.02.2025
/ DE000JV9GJR6
JP Morgan Put 160 CGM 21.02.2025/ DE000JV9GJR6 /
| 1/10/2025 9:47:49 AM |
Chg.-0.100 |
Bid12:43:09 PM |
Ask12:43:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
-11.24% |
0.800
Bid Size: 50,000 |
0.820
Ask Size: 50,000 |
CAPGEMINI SE INH. EO... |
160.00 EUR |
2/21/2025 |
Put |
Master data
| WKN: |
JV9GJR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CAPGEMINI SE INH. EO 8 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
12/10/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-14.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.24 |
| Parity: |
0.31 |
| Time value: |
0.82 |
| Break-even: |
148.80 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.20 |
| Spread %: |
21.74% |
| Delta: |
-0.51 |
| Theta: |
-0.11 |
| Omega: |
-7.14 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.790 |
| Previous Close: |
0.890 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.30% |
| 1 Month |
|
|
-15.96% |
| 3 Months |
|
|
- |
| YTD |
|
|
-19.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.810 |
| 1M High / 1M Low: |
1.290 |
0.810 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/3/2025 |
1.030 |
| Low (YTD): |
1/7/2025 |
0.810 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.896 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.026 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |