JP Morgan Call 170 FANG 20.12.2024
/ DE000JT9P2F4
JP Morgan Call 170 FANG 20.12.202.../ DE000JT9P2F4 /
| 11/14/2024 10:30:38 AM |
Chg.+0.07 |
Bid11:58:36 AM |
Ask11:58:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.65EUR |
+4.43% |
1.69
Bid Size: 2,000 |
1.75
Ask Size: 2,000 |
Diamondback Energy I... |
170.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JT9P2F |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Diamondback Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
9/12/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
1.16 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.26 |
| Parity: |
1.16 |
| Time value: |
0.52 |
| Break-even: |
177.70 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.06 |
| Spread %: |
3.70% |
| Delta: |
0.72 |
| Theta: |
-0.13 |
| Omega: |
7.36 |
| Rho: |
0.11 |
Quote data
| Open: |
1.65 |
| High: |
1.65 |
| Low: |
1.65 |
| Previous Close: |
1.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.17% |
| 1 Month |
|
|
-41.49% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.74 |
1.41 |
| 1M High / 1M Low: |
2.82 |
1.38 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
