JP Morgan Call 14.5 GZF 18.10.2024
/ DE000JT5V806
JP Morgan Call 14.5 GZF 18.10.202.../ DE000JT5V806 /
| 04/10/2024 11:42:51 |
Chg.-0.01 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
-0.89% |
-
Bid Size: - |
-
Ask Size: - |
ENGIE S.A. INH. ... |
14.50 EUR |
18/10/2024 |
Call |
Master data
| WKN: |
JT5V80 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ENGIE S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.50 EUR |
| Maturity: |
18/10/2024 |
| Issue date: |
25/07/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.16 |
| Parity: |
0.92 |
| Time value: |
0.46 |
| Break-even: |
15.88 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
1.28 |
| Spread abs.: |
0.30 |
| Spread %: |
27.78% |
| Delta: |
0.70 |
| Theta: |
-0.03 |
| Omega: |
7.81 |
| Rho: |
0.00 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.76% |
| 1 Month |
|
|
-34.32% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.13 |
0.98 |
| 1M High / 1M Low: |
1.69 |
0.98 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
