JP Morgan Put 180 CGM 21.03.2025
/ DE000JT1LZM4
JP Morgan Put 180 CGM 21.03.2025/ DE000JT1LZM4 /
| 24/01/2025 09:09:51 |
Chg.-0.25 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.66EUR |
-13.09% |
-
Bid Size: - |
-
Ask Size: - |
CAPGEMINI SE INH. EO... |
180.00 EUR |
21/03/2025 |
Put |
Master data
| WKN: |
JT1LZM |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CAPGEMINI SE INH. EO 8 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
180.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
04/06/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-8.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.23 |
| Parity: |
1.25 |
| Time value: |
0.67 |
| Break-even: |
160.80 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.30 |
| Spread %: |
18.52% |
| Delta: |
-0.61 |
| Theta: |
-0.10 |
| Omega: |
-5.34 |
| Rho: |
-0.18 |
Quote data
| Open: |
1.66 |
| High: |
1.66 |
| Low: |
1.66 |
| Previous Close: |
1.91 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.85% |
| 1 Month |
|
|
-37.36% |
| 3 Months |
|
|
+24.81% |
| YTD |
|
|
-33.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.05 |
1.66 |
| 1M High / 1M Low: |
2.55 |
1.66 |
| 6M High / 6M Low: |
3.02 |
0.69 |
| High (YTD): |
13/01/2025 |
2.55 |
| Low (YTD): |
24/01/2025 |
1.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.91% |
| Volatility 6M: |
|
139.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |