JP Morgan Call 1160 NFLX 18.12.2026
/ DE000JT2WBL2
JP Morgan Call 1160 NFLX 18.12.20.../ DE000JT2WBL2 /
| 16/10/2024 08:24:28 |
Chg.0.000 |
Bid15:50:19 |
Ask15:50:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
0.00% |
0.490
Bid Size: 200,000 |
0.520
Ask Size: 200,000 |
Netflix Inc |
1,160.00 USD |
18/12/2026 |
Call |
Master data
| WKN: |
JT2WBL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Netflix Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,160.00 USD |
| Maturity: |
18/12/2026 |
| Issue date: |
18/06/2024 |
| Last trading day: |
17/12/2026 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.29 |
| Parity: |
-4.17 |
| Time value: |
0.52 |
| Break-even: |
1,118.24 |
| Moneyness: |
0.61 |
| Premium: |
0.72 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.06 |
| Spread %: |
11.76% |
| Delta: |
0.30 |
| Theta: |
-0.09 |
| Omega: |
3.75 |
| Rho: |
3.13 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.93% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-1.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.510 |
| 1M High / 1M Low: |
0.590 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.562 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.526 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
