JP Morgan Call 120 BG 17.01.2025
/ DE000JS7BHK5
JP Morgan Call 120 BG 17.01.2025/ DE000JS7BHK5 /
8/5/2024 10:59:20 AM |
Chg.-0.062 |
Bid5:30:19 PM |
Ask5:30:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.078EUR |
-44.29% |
0.063 Bid Size: 30,000 |
- Ask Size: - |
Bunge Global SA |
120.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
JS7BHK |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Bunge Global SA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
2/10/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
64.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.23 |
Parity: |
-1.93 |
Time value: |
0.14 |
Break-even: |
111.38 |
Moneyness: |
0.82 |
Premium: |
0.23 |
Premium p.a.: |
0.57 |
Spread abs.: |
0.05 |
Spread %: |
47.37% |
Delta: |
0.18 |
Theta: |
-0.01 |
Omega: |
11.49 |
Rho: |
0.07 |
Quote data
Open: |
0.078 |
High: |
0.078 |
Low: |
0.078 |
Previous Close: |
0.140 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-84.08% |
1 Month |
|
|
-77.06% |
3 Months |
|
|
-71.11% |
YTD |
|
|
-82.27% |
1 Year |
|
|
-96.14% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.500 |
0.140 |
1M High / 1M Low: |
0.500 |
0.140 |
6M High / 6M Low: |
0.590 |
0.100 |
High (YTD): |
4/22/2024 |
0.590 |
Low (YTD): |
2/9/2024 |
0.100 |
52W High: |
8/7/2023 |
2.040 |
52W Low: |
2/9/2024 |
0.100 |
Avg. price 1W: |
|
0.354 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.404 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.301 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.719 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
294.87% |
Volatility 6M: |
|
229.48% |
Volatility 1Y: |
|
176.78% |
Volatility 3Y: |
|
- |