JP Morgan Call 104 HEI 16.08.2024
/ DE000JT0Q7N5
JP Morgan Call 104 HEI 16.08.2024/ DE000JT0Q7N5 /
| 2024-07-12 10:12:05 AM |
Chg.-0.010 |
Bid3:51:52 PM |
Ask3:51:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-4.55% |
0.270
Bid Size: 75,000 |
0.280
Ask Size: 75,000 |
HEIDELBERG MATERIALS... |
104.00 EUR |
2024-08-16 |
Call |
Master data
| WKN: |
JT0Q7N |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
104.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-22 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
39.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.22 |
| Parity: |
-0.42 |
| Time value: |
0.25 |
| Break-even: |
106.50 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.03 |
| Spread %: |
13.64% |
| Delta: |
0.37 |
| Theta: |
-0.06 |
| Omega: |
14.92 |
| Rho: |
0.03 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.70% |
| 1 Month |
|
|
-4.55% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.180 |
| 1M High / 1M Low: |
0.260 |
0.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.216 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.176 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
371.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
