JP Morgan Call 182 DB1 16.08.2024
/ DE000JT0W326
JP Morgan Call 182 DB1 16.08.2024/ DE000JT0W326 /
| 26/07/2024 08:42:01 |
Chg.+0.140 |
Bid17:59:03 |
Ask17:59:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+21.88% |
0.800
Bid Size: 5,000 |
0.850
Ask Size: 5,000 |
DEUTSCHE BOERSE NA O... |
182.00 EUR |
16/08/2024 |
Call |
Master data
| WKN: |
JT0W32 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BOERSE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
182.00 EUR |
| Maturity: |
16/08/2024 |
| Issue date: |
29/05/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.15 |
| Parity: |
0.62 |
| Time value: |
0.21 |
| Break-even: |
190.20 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.04 |
| Spread %: |
5.13% |
| Delta: |
0.74 |
| Theta: |
-0.09 |
| Omega: |
17.07 |
| Rho: |
0.08 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.75% |
| 1 Month |
|
|
-45.45% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.640 |
| 1M High / 1M Low: |
1.510 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.802 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.047 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
