JP Morgan Call 177.49 FANG 17.01.2025
/ DE000JB6VGA7
JP Morgan Call 177.49 FANG 17.01..../ DE000JB6VGA7 /
| 06/11/2024 10:03:55 |
Chg.+0.12 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.42EUR |
+9.23% |
-
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: |
12.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.24 |
| Parity: |
-0.17 |
| Time value: |
1.30 |
| Break-even: |
175.33 |
| Moneyness: |
0.99 |
| Premium: |
0.09 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.05 |
| Spread %: |
4.00% |
| Delta: |
0.53 |
| Theta: |
-0.10 |
| Omega: |
6.59 |
| Rho: |
0.14 |
Quote data
| Open: |
1.42 |
| High: |
1.42 |
| Low: |
1.42 |
| Previous Close: |
1.30 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.43% |
| 1 Month |
|
|
-42.74% |
| 3 Months |
|
|
-46.82% |
| YTD |
|
|
-22.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.54 |
1.30 |
| 1M High / 1M Low: |
2.87 |
1.30 |
| 6M High / 6M Low: |
4.22 |
1.29 |
| High (YTD): |
12/04/2024 |
4.63 |
| Low (YTD): |
01/10/2024 |
1.29 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.53% |
| Volatility 6M: |
|
133.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
