JP Morgan Call 1150 NFC 18.12.2026
/ DE000JT2WBC1
JP Morgan Call 1150 NFC 18.12.202.../ DE000JT2WBC1 /
8/8/2024 8:21:35 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.370EUR |
- |
- Bid Size: - |
- Ask Size: - |
NETFLIX INC. DL... |
1,150.00 - |
12/18/2026 |
Call |
Master data
WKN: |
JT2WBC |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
NETFLIX INC. DL-,001 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,150.00 - |
Maturity: |
12/18/2026 |
Issue date: |
6/18/2024 |
Last trading day: |
8/8/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.29 |
Parity: |
-5.46 |
Time value: |
0.46 |
Break-even: |
1,196.00 |
Moneyness: |
0.53 |
Premium: |
0.98 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.10 |
Spread %: |
27.78% |
Delta: |
0.27 |
Theta: |
-0.08 |
Omega: |
3.55 |
Rho: |
2.74 |
Quote data
Open: |
0.370 |
High: |
0.370 |
Low: |
0.370 |
Previous Close: |
0.360 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-30.19% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.530 |
0.330 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.438 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
102.37% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |