JP Morgan Call 168 GE 16.08.2024
/ DE000JT1TQ12
JP Morgan Call 168 GE 16.08.2024/ DE000JT1TQ12 /
| 17/07/2024 09:47:32 |
Chg.+0.070 |
Bid17:27:49 |
Ask17:27:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+20.59% |
0.350
Bid Size: 50,000 |
0.370
Ask Size: 50,000 |
GE Aerospace |
168.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
JT1TQ1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
GE Aerospace |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
168.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
26/06/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
31.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.24 |
| Parity: |
-0.47 |
| Time value: |
0.48 |
| Break-even: |
158.87 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
1.12 |
| Spread abs.: |
0.06 |
| Spread %: |
13.04% |
| Delta: |
0.42 |
| Theta: |
-0.11 |
| Omega: |
13.19 |
| Rho: |
0.05 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.340 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.446 |
| 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: |
|
- |
