JP Morgan Call 150 ROST 15.11.2024
/ DE000JT5XGX7
JP Morgan Call 150 ROST 15.11.202.../ DE000JT5XGX7 /
| 30/08/2024 08:40:26 |
Chg.+0.060 |
Bid21:55:57 |
Ask21:55:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+9.52% |
0.600
Bid Size: 3,000 |
0.660
Ask Size: 3,000 |
Ross Stores Inc |
150.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
JT5XGX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 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: |
20.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
0.06 |
| Time value: |
0.60 |
| Break-even: |
142.38 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.06 |
| Spread %: |
10.00% |
| Delta: |
0.56 |
| Theta: |
-0.04 |
| Omega: |
11.65 |
| Rho: |
0.15 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.73% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.630 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.770 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
