JP Morgan Put 195 CGM 21.03.2025
/ DE000JT1MS58
JP Morgan Put 195 CGM 21.03.2025/ DE000JT1MS58 /
| 18/12/2024 11:36:15 |
Chg.- |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.13EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
CAPGEMINI SE INH. EO... |
195.00 - |
21/03/2025 |
Put |
Master data
| WKN: |
JT1MS5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CAPGEMINI SE INH. EO 8 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
195.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
07/06/2024 |
| Last trading day: |
18/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-3.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.81 |
| Intrinsic value: |
3.81 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.24 |
| Parity: |
3.81 |
| Time value: |
0.63 |
| Break-even: |
150.70 |
| Moneyness: |
1.24 |
| Premium: |
0.04 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.30 |
| Spread %: |
7.26% |
| Delta: |
-0.71 |
| Theta: |
-0.10 |
| Omega: |
-2.52 |
| Rho: |
-0.30 |
Quote data
| Open: |
4.13 |
| High: |
4.13 |
| Low: |
4.13 |
| Previous Close: |
4.12 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+15.69% |
| 3 Months |
|
|
+120.86% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.16 |
3.57 |
| 6M High / 6M Low: |
4.41 |
1.17 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.44% |
| Volatility 6M: |
|
132.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |