JP Morgan Call 145 ROST 15.11.2024
/ DE000JT5XGV1
JP Morgan Call 145 ROST 15.11.202.../ DE000JT5XGV1 /
| 08/11/2024 08:40:58 |
Chg.+0.050 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.092EUR |
+119.05% |
-
Bid Size: - |
-
Ask Size: - |
Ross Stores Inc |
145.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
JT5XGV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
30/07/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
78.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
-0.15 |
| Time value: |
0.17 |
| Break-even: |
136.99 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
3.20 |
| Spread abs.: |
0.06 |
| Spread %: |
54.55% |
| Delta: |
0.41 |
| Theta: |
-0.19 |
| Omega: |
32.48 |
| Rho: |
0.01 |
Quote data
| Open: |
0.092 |
| High: |
0.092 |
| Low: |
0.092 |
| Previous Close: |
0.042 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.67% |
| 1 Month |
|
|
-70.32% |
| 3 Months |
|
|
-85.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.042 |
| 1M High / 1M Low: |
0.690 |
0.042 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.153 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.322 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
686.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
