JP Morgan Call 195 FANG 17.01.2025
/ DE000JT7US94
JP Morgan Call 195 FANG 17.01.202.../ DE000JT7US94 /
| 14/11/2024 08:45:43 |
Chg.+0.070 |
Bid13:47:59 |
Ask13:47:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
+10.00% |
0.820
Bid Size: 2,000 |
0.860
Ask Size: 2,000 |
Diamondback Energy I... |
195.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
JT7US9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Diamondback Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
20/08/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.26 |
| Parity: |
-1.21 |
| Time value: |
0.79 |
| Break-even: |
192.41 |
| Moneyness: |
0.93 |
| Premium: |
0.12 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.06 |
| Spread %: |
7.79% |
| Delta: |
0.40 |
| Theta: |
-0.10 |
| Omega: |
8.72 |
| Rho: |
0.11 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
-54.17% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.640 |
| 1M High / 1M Low: |
1.680 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.752 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.957 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
