JP Morgan Call 180 DB1 16.08.2024
/ DE000JT0W318
JP Morgan Call 180 DB1 16.08.2024/ DE000JT0W318 /
| 26/07/2024 08:42:01 |
Chg.+0.160 |
Bid14:36:28 |
Ask14:36:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+20.25% |
1.010
Bid Size: 50,000 |
1.030
Ask Size: 50,000 |
DEUTSCHE BOERSE NA O... |
180.00 EUR |
16/08/2024 |
Call |
Master data
| WKN: |
JT0W31 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BOERSE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 EUR |
| Maturity: |
16/08/2024 |
| Issue date: |
29/05/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.15 |
| Parity: |
0.82 |
| Time value: |
0.18 |
| Break-even: |
189.90 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.04 |
| Spread %: |
4.21% |
| Delta: |
0.79 |
| Theta: |
-0.09 |
| Omega: |
15.01 |
| Rho: |
0.08 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.950 |
| Previous Close: |
0.790 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.18% |
| 1 Month |
|
|
-40.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
0.790 |
| 1M High / 1M Low: |
1.680 |
0.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.958 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.206 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
