JP Morgan Put 175 CGM 21.03.2025
/ DE000JT1LZN2
JP Morgan Put 175 CGM 21.03.2025/ DE000JT1LZN2 /
| 1/24/2025 9:09:51 AM |
Chg.-0.22 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
-14.38% |
-
Bid Size: - |
-
Ask Size: - |
CAPGEMINI SE INH. EO... |
175.00 EUR |
3/21/2025 |
Put |
Master data
| WKN: |
JT1LZN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CAPGEMINI SE INH. EO 8 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
175.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/4/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-10.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.23 |
| Parity: |
0.75 |
| Time value: |
0.83 |
| Break-even: |
159.20 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.30 |
| Spread %: |
23.44% |
| Delta: |
-0.55 |
| Theta: |
-0.10 |
| Omega: |
-5.87 |
| Rho: |
-0.16 |
Quote data
| Open: |
1.31 |
| High: |
1.31 |
| Low: |
1.31 |
| Previous Close: |
1.53 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.82% |
| 1 Month |
|
|
-41.52% |
| 3 Months |
|
|
+18.02% |
| YTD |
|
|
-37.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.67 |
1.31 |
| 1M High / 1M Low: |
2.14 |
1.31 |
| 6M High / 6M Low: |
2.59 |
0.58 |
| High (YTD): |
1/13/2025 |
2.14 |
| Low (YTD): |
1/24/2025 |
1.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.14% |
| Volatility 6M: |
|
143.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |