JP Morgan Call 150 CLX 19.07.2024
/ DE000JB6YJV1
JP Morgan Call 150 CLX 19.07.2024/ DE000JB6YJV1 /
| 6/27/2024 12:18:54 PM |
Chg.-0.005 |
Bid1:44:27 PM |
Ask1:44:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.020EUR |
-20.00% |
0.022
Bid Size: 1,000 |
0.110
Ask Size: 1,000 |
Clorox Co |
150.00 USD |
7/19/2024 |
Call |
Master data
| WKN: |
JB6YJV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Clorox Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
11/20/2023 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
105.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.22 |
| Parity: |
-1.38 |
| Time value: |
0.12 |
| Break-even: |
141.65 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
5.38 |
| Spread abs.: |
0.10 |
| Spread %: |
421.74% |
| Delta: |
0.18 |
| Theta: |
-0.08 |
| Omega: |
18.74 |
| Rho: |
0.01 |
Quote data
| Open: |
0.020 |
| High: |
0.020 |
| Low: |
0.020 |
| Previous Close: |
0.025 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-74.03% |
| 1 Month |
|
|
-55.56% |
| 3 Months |
|
|
-98.06% |
| YTD |
|
|
-98.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.077 |
0.025 |
| 1M High / 1M Low: |
0.077 |
0.021 |
| 6M High / 6M Low: |
1.580 |
0.021 |
| High (YTD): |
2/5/2024 |
1.580 |
| Low (YTD): |
6/13/2024 |
0.021 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.045 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.042 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.754 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
609.64% |
| Volatility 6M: |
|
305.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
