JP Morgan Call 177.49 FANG 17.01.2025
/ DE000JB6VGA7
JP Morgan Call 177.49 FANG 17.01..../ DE000JB6VGA7 /
04/10/2024 10:21:17 |
Chg.+0.58 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
2.48EUR |
+30.53% |
- Bid Size: - |
- Ask Size: - |
Diamondback Energy I... |
177.49 USD |
17/01/2025 |
Call |
Master data
WKN: |
JB6VGA |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Diamondback Energy Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
177.49 USD |
Maturity: |
17/01/2025 |
Issue date: |
17/11/2023 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.97 |
Intrinsic value: |
1.56 |
Implied volatility: |
0.41 |
Historic volatility: |
0.24 |
Parity: |
1.56 |
Time value: |
0.92 |
Break-even: |
186.52 |
Moneyness: |
1.10 |
Premium: |
0.05 |
Premium p.a.: |
0.19 |
Spread abs.: |
-0.27 |
Spread %: |
-9.82% |
Delta: |
0.72 |
Theta: |
-0.07 |
Omega: |
5.12 |
Rho: |
0.29 |
Quote data
Open: |
2.48 |
High: |
2.48 |
Low: |
2.48 |
Previous Close: |
1.90 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+90.77% |
1 Month |
|
|
+12.22% |
3 Months |
|
|
-37.84% |
YTD |
|
|
+34.78% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.48 |
1.29 |
1M High / 1M Low: |
2.48 |
1.29 |
6M High / 6M Low: |
4.63 |
1.29 |
High (YTD): |
12/04/2024 |
4.63 |
Low (YTD): |
01/10/2024 |
1.29 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.74 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.76 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.20 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
237.50% |
Volatility 6M: |
|
124.90% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |