JP Morgan Put 180 CGM 21.03.2025
/ DE000JT1LZM4
JP Morgan Put 180 CGM 21.03.2025/ DE000JT1LZM4 /
| 1/10/2025 9:06:18 AM |
Chg.-0.12 |
Bid4:18:39 PM |
Ask4:18:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.30EUR |
-4.96% |
2.39
Bid Size: 50,000 |
2.43
Ask Size: 50,000 |
CAPGEMINI SE INH. EO... |
180.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
6/4/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-5.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.31 |
| Intrinsic value: |
2.31 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.24 |
| Parity: |
2.31 |
| Time value: |
0.41 |
| Break-even: |
152.90 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.30 |
| Spread %: |
12.45% |
| Delta: |
-0.71 |
| Theta: |
-0.06 |
| Omega: |
-4.13 |
| Rho: |
-0.27 |
Quote data
| Open: |
2.30 |
| High: |
2.30 |
| Low: |
2.30 |
| Previous Close: |
2.42 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.00% |
| 1 Month |
|
|
+0.44% |
| 3 Months |
|
|
+90.08% |
| YTD |
|
|
-7.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.50 |
2.24 |
| 1M High / 1M Low: |
2.84 |
2.24 |
| 6M High / 6M Low: |
3.02 |
0.69 |
| High (YTD): |
1/6/2025 |
2.50 |
| Low (YTD): |
1/8/2025 |
2.24 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.63 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.80% |
| Volatility 6M: |
|
136.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |