JP Morgan Call 150 ROST 15.11.2024
/ DE000JT5XGX7
JP Morgan Call 150 ROST 15.11.202.../ DE000JT5XGX7 /
| 10/4/2024 8:41:39 AM |
Chg.-0.030 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-7.69% |
-
Bid Size: - |
-
Ask Size: - |
Ross Stores Inc |
150.00 USD |
11/15/2024 |
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: |
11/15/2024 |
| Issue date: |
7/30/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
37.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
-0.40 |
| Time value: |
0.35 |
| Break-even: |
140.17 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.06 |
| Spread %: |
20.69% |
| Delta: |
0.41 |
| Theta: |
-0.06 |
| Omega: |
15.50 |
| Rho: |
0.06 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.86% |
| 1 Month |
|
|
-52.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.360 |
| 1M High / 1M Low: |
0.870 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.452 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.629 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
249.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
