JP Morgan Call 130 A 16.08.2024
/ DE000JB9J5R8
JP Morgan Call 130 A 16.08.2024/ DE000JB9J5R8 /
| 31/07/2024 14:47:32 |
Chg.- |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Agilent Technologies |
130.00 - |
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 - |
| Maturity: |
16/08/2024 |
| Issue date: |
05/01/2024 |
| Last trading day: |
01/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
1.19 |
| Historic volatility: |
0.25 |
| Parity: |
0.24 |
| Time value: |
1.11 |
| Break-even: |
143.50 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
7.09 |
| Spread abs.: |
0.07 |
| Spread %: |
5.47% |
| Delta: |
0.58 |
| Theta: |
-0.44 |
| Omega: |
5.69 |
| Rho: |
0.02 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
1.00 |
| Previous Close: |
0.81 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+47.06% |
| 1 Month |
|
|
+185.71% |
| 3 Months |
|
|
-28.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.00 |
0.68 |
| 1M High / 1M Low: |
1.00 |
0.26 |
| 6M High / 6M Low: |
2.51 |
0.26 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
409.16% |
| Volatility 6M: |
|
239.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
