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: |
|
- |