JP Morgan Call 130 A 16.08.2024
/ DE000JB9J5R8
JP Morgan Call 130 A 16.08.2024/ DE000JB9J5R8 /
| 28/06/2024 09:58:30 |
Chg.-0.130 |
Bid14:26:25 |
Ask14:26:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-19.40% |
0.520
Bid Size: 3,000 |
0.560
Ask Size: 3,000 |
Agilent Technologies |
130.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
JB9J5R |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
05/01/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.25 |
| Parity: |
0.07 |
| Time value: |
0.48 |
| Break-even: |
126.92 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.05 |
| Spread %: |
9.26% |
| Delta: |
0.56 |
| Theta: |
-0.06 |
| Omega: |
12.50 |
| Rho: |
0.09 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.540 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.94% |
| 1 Month |
|
|
-74.88% |
| 3 Months |
|
|
-74.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.670 |
| 1M High / 1M Low: |
2.150 |
0.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.724 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.820 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
284.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
