JP Morgan Call 160 R66 16.08.2024
/ DE000JB7SYH9
JP Morgan Call 160 R66 16.08.2024/ DE000JB7SYH9 /
12/08/2024 11:53:13 |
Chg.- |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.007EUR |
- |
- Bid Size: - |
- Ask Size: - |
PHILLIPS 66 D... |
160.00 - |
16/08/2024 |
Call |
Master data
WKN: |
JB7SYH |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
PHILLIPS 66 DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 - |
Maturity: |
16/08/2024 |
Issue date: |
18/12/2023 |
Last trading day: |
13/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
58.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
3.18 |
Historic volatility: |
0.22 |
Parity: |
-3.75 |
Time value: |
0.21 |
Break-even: |
162.10 |
Moneyness: |
0.77 |
Premium: |
0.32 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.20 |
Spread %: |
3,400.00% |
Delta: |
0.15 |
Theta: |
-1.72 |
Omega: |
9.01 |
Rho: |
0.00 |
Quote data
Open: |
0.007 |
High: |
0.007 |
Low: |
0.007 |
Previous Close: |
0.010 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
-75.00% |
1 Month |
|
|
-94.62% |
3 Months |
|
|
-98.77% |
YTD |
|
|
-99.03% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.028 |
0.006 |
1M High / 1M Low: |
0.130 |
0.006 |
6M High / 6M Low: |
2.380 |
0.006 |
High (YTD): |
04/04/2024 |
2.380 |
Low (YTD): |
08/08/2024 |
0.006 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.013 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.056 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.744 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,090.43% |
Volatility 6M: |
|
489.93% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |