JP Morgan Call 16 SNAP 19.07.2024
/ DE000JB60BV2
JP Morgan Call 16 SNAP 19.07.2024/ DE000JB60BV2 /
| 2024-07-05 10:20:58 AM |
Chg.-0.090 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-18.37% |
-
Bid Size: - |
-
Ask Size: - |
Snap Inc |
16.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JB60BV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Snap Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-07-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.58 |
| Parity: |
0.35 |
| Time value: |
0.43 |
| Break-even: |
15.54 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
1.20 |
| Spread abs.: |
0.06 |
| Spread %: |
8.33% |
| Delta: |
0.62 |
| Theta: |
-0.02 |
| Omega: |
12.00 |
| Rho: |
0.00 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-62.26% |
| 1 Month |
|
|
-27.27% |
| 3 Months |
|
|
+8.11% |
| YTD |
|
|
-88.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.400 |
| 1M High / 1M Low: |
1.100 |
0.400 |
| 6M High / 6M Low: |
3.530 |
0.250 |
| High (YTD): |
2024-01-09 |
3.530 |
| Low (YTD): |
2024-04-16 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.648 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.689 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.084 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
458.64% |
| Volatility 6M: |
|
468.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
