JP Morgan Call 175 DB1 16.08.2024
/ DE000JT0WN52
JP Morgan Call 175 DB1 16.08.2024/ DE000JT0WN52 /
| 7/5/2024 9:16:35 AM |
Chg.+0.03 |
Bid3:24:07 PM |
Ask3:24:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.73EUR |
+1.76% |
1.51
Bid Size: 50,000 |
1.53
Ask Size: 50,000 |
DEUTSCHE BOERSE NA O... |
175.00 EUR |
8/16/2024 |
Call |
Master data
| WKN: |
JT0WN5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BOERSE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 EUR |
| Maturity: |
8/16/2024 |
| Issue date: |
5/30/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
1.52 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.15 |
| Parity: |
1.52 |
| Time value: |
0.30 |
| Break-even: |
193.20 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
2.25% |
| Delta: |
0.81 |
| Theta: |
-0.08 |
| Omega: |
8.44 |
| Rho: |
0.16 |
Quote data
| Open: |
1.73 |
| High: |
1.73 |
| Low: |
1.73 |
| Previous Close: |
1.70 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.50% |
| 1 Month |
|
|
+12.34% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.00 |
1.65 |
| 1M High / 1M Low: |
2.06 |
1.05 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
