JP Morgan Call 196 DB1 16.08.2024
/ DE000JT1LQE0
JP Morgan Call 196 DB1 16.08.2024/ DE000JT1LQE0 /
| 2024-07-26 10:19:31 AM |
Chg.-0.023 |
Bid2:42:34 PM |
Ask2:42:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.087EUR |
-20.91% |
0.092
Bid Size: 50,000 |
0.110
Ask Size: 50,000 |
DEUTSCHE BOERSE NA O... |
196.00 EUR |
2024-08-16 |
Call |
Master data
| WKN: |
JT1LQE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BOERSE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
196.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-22 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
134.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
-0.79 |
| Time value: |
0.14 |
| Break-even: |
197.40 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
1.30 |
| Spread abs.: |
0.04 |
| Spread %: |
45.83% |
| Delta: |
0.24 |
| Theta: |
-0.08 |
| Omega: |
32.54 |
| Rho: |
0.03 |
Quote data
| Open: |
0.087 |
| High: |
0.087 |
| Low: |
0.087 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-54.21% |
| 1 Month |
|
|
-82.94% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.110 |
| 1M High / 1M Low: |
0.530 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.256 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
308.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
