JP Morgan Call 140 A 16.08.2024
/ DE000JB8BYC4
JP Morgan Call 140 A 16.08.2024/ DE000JB8BYC4 /
| 8/2/2024 11:48:02 AM |
Chg.+0.040 |
Bid3:23:40 PM |
Ask3:23:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+10.53% |
0.410
Bid Size: 3,000 |
0.450
Ask Size: 3,000 |
Agilent Technologies |
140.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
JB8BYC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
0.27 |
| Time value: |
0.26 |
| Break-even: |
135.09 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.05 |
| Spread %: |
10.42% |
| Delta: |
0.63 |
| Theta: |
-0.13 |
| Omega: |
15.82 |
| Rho: |
0.03 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+121.05% |
| 1 Month |
|
|
+281.82% |
| 3 Months |
|
|
-48.78% |
| YTD |
|
|
-69.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.190 |
| 1M High / 1M Low: |
0.490 |
0.063 |
| 6M High / 6M Low: |
1.780 |
0.063 |
| High (YTD): |
3/8/2024 |
1.780 |
| Low (YTD): |
7/24/2024 |
0.063 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.308 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.162 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.839 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
758.22% |
| Volatility 6M: |
|
387.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
