JP Morgan Call 102 HEI 16.08.2024
/ DE000JT0Q7L9
JP Morgan Call 102 HEI 16.08.2024/ DE000JT0Q7L9 /
| 2024-07-12 10:12:03 AM |
Chg.-0.010 |
Bid3:58:01 PM |
Ask3:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
-3.45% |
0.370
Bid Size: 75,000 |
0.380
Ask Size: 75,000 |
HEIDELBERG MATERIALS... |
102.00 EUR |
2024-08-16 |
Call |
Master data
| WKN: |
JT0Q7L |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
102.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-22 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
31.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.22 |
| Parity: |
-0.22 |
| Time value: |
0.32 |
| Break-even: |
105.20 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.03 |
| Spread %: |
10.34% |
| Delta: |
0.45 |
| Theta: |
-0.06 |
| Omega: |
13.92 |
| Rho: |
0.04 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.68% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.240 |
| 1M High / 1M Low: |
0.330 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.286 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.234 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
359.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
