JP Morgan Call 192 DB1 16.08.2024
/ DE000JT1LQB6
JP Morgan Call 192 DB1 16.08.2024/ DE000JT1LQB6 /
| 2024-07-05 10:05:18 AM |
Chg.-0.060 |
Bid1:56:54 PM |
Ask1:56:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-12.00% |
0.360
Bid Size: 50,000 |
0.370
Ask Size: 50,000 |
DEUTSCHE BOERSE NA O... |
192.00 EUR |
2024-08-16 |
Call |
Master data
| WKN: |
JT1LQB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BOERSE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
192.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-22 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
34.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.15 |
| Parity: |
-0.18 |
| Time value: |
0.55 |
| Break-even: |
197.50 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.04 |
| Spread %: |
7.84% |
| Delta: |
0.49 |
| Theta: |
-0.08 |
| Omega: |
16.92 |
| Rho: |
0.10 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.29% |
| 1 Month |
|
|
+18.92% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.480 |
| 1M High / 1M Low: |
0.750 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.542 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.504 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
338.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
