JP Morgan Put 170 CGM 21.03.2025
/ DE000JT1LK57
JP Morgan Put 170 CGM 21.03.2025/ DE000JT1LK57 /
| 1/24/2025 9:09:32 AM |
Chg.-0.20 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.02EUR |
-16.39% |
-
Bid Size: - |
-
Ask Size: - |
CAPGEMINI SE INH. EO... |
170.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
JT1LK5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CAPGEMINI SE INH. EO 8 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/4/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-12.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.23 |
| Parity: |
0.25 |
| Time value: |
1.04 |
| Break-even: |
157.10 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.30 |
| Spread %: |
30.30% |
| Delta: |
-0.49 |
| Theta: |
-0.10 |
| Omega: |
-6.34 |
| Rho: |
-0.14 |
Quote data
| Open: |
1.02 |
| High: |
1.02 |
| Low: |
1.02 |
| Previous Close: |
1.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.17% |
| 1 Month |
|
|
-45.16% |
| 3 Months |
|
|
+10.87% |
| YTD |
|
|
-40.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
1.02 |
| 1M High / 1M Low: |
1.76 |
1.02 |
| 6M High / 6M Low: |
2.19 |
0.48 |
| High (YTD): |
1/13/2025 |
1.76 |
| Low (YTD): |
1/24/2025 |
1.02 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.82% |
| Volatility 6M: |
|
150.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |