JP Morgan Call 15 GZF 18.10.2024
/ DE000JT5V814
JP Morgan Call 15 GZF 18.10.2024/ DE000JT5V814 /
| 8/30/2024 11:05:02 AM |
Chg.+0.04 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.05EUR |
+3.96% |
1.10
Bid Size: 1,000 |
1.40
Ask Size: 1,000 |
ENGIE S.A. INH. ... |
15.00 EUR |
10/18/2024 |
Call |
Master data
| WKN: |
JT5V81 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ENGIE S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
10/18/2024 |
| Issue date: |
7/25/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.16 |
| Parity: |
0.93 |
| Time value: |
0.47 |
| Break-even: |
16.40 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.30 |
| Spread %: |
27.27% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
8.11 |
| Rho: |
0.01 |
Quote data
| Open: |
1.05 |
| High: |
1.05 |
| Low: |
1.05 |
| Previous Close: |
1.01 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.91% |
| 1 Month |
|
|
+275.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.05 |
0.82 |
| 1M High / 1M Low: |
1.05 |
0.28 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
393.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
