JP Morgan Call 115 BIDU 20.09.2024
/ DE000JB56XV4
JP Morgan Call 115 BIDU 20.09.202.../ DE000JB56XV4 /
| 7/2/2024 8:24:00 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.073EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Baidu Inc |
115.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
JB56XV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Baidu Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
10/31/2023 |
| Last trading day: |
7/2/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
62.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.33 |
| Parity: |
-3.41 |
| Time value: |
0.13 |
| Break-even: |
116.30 |
| Moneyness: |
0.70 |
| Premium: |
0.44 |
| Premium p.a.: |
9.65 |
| Spread abs.: |
0.06 |
| Spread %: |
75.68% |
| Delta: |
0.13 |
| Theta: |
-0.04 |
| Omega: |
8.14 |
| Rho: |
0.01 |
Quote data
| Open: |
0.073 |
| High: |
0.073 |
| Low: |
0.073 |
| Previous Close: |
0.085 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-33.64% |
| 3 Months |
|
|
-88.94% |
| YTD |
|
|
-96.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.110 |
0.073 |
| 6M High / 6M Low: |
1.500 |
0.073 |
| High (YTD): |
1/5/2024 |
2.000 |
| Low (YTD): |
7/2/2024 |
0.073 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.090 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.757 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.51% |
| Volatility 6M: |
|
183.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
