JP Morgan Call 184 DB1 16.08.2024
/ DE000JT1KV30
JP Morgan Call 184 DB1 16.08.2024/ DE000JT1KV30 /
| 7/5/2024 10:05:06 AM |
Chg.-0.09 |
Bid3:22:32 PM |
Ask3:22:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.92EUR |
-8.91% |
0.81
Bid Size: 50,000 |
0.82
Ask Size: 50,000 |
DEUTSCHE BOERSE NA O... |
184.00 EUR |
8/16/2024 |
Call |
Master data
| WKN: |
JT1KV3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BOERSE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
184.00 EUR |
| Maturity: |
8/16/2024 |
| Issue date: |
5/22/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.15 |
| Parity: |
0.62 |
| Time value: |
0.45 |
| Break-even: |
194.70 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.04 |
| Spread %: |
3.88% |
| Delta: |
0.68 |
| Theta: |
-0.08 |
| Omega: |
12.06 |
| Rho: |
0.14 |
Quote data
| Open: |
0.92 |
| High: |
0.92 |
| Low: |
0.92 |
| Previous Close: |
1.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.81% |
| 1 Month |
|
|
+16.46% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.24 |
0.95 |
| 1M High / 1M Low: |
1.32 |
0.53 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
269.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
