JP Morgan Call 20.5 ARRD 20.09.2024
/ DE000JT3W718
JP Morgan Call 20.5 ARRD 20.09.20.../ DE000JT3W718 /
17/09/2024 11:33:34 |
Chg.+0.015 |
Bid20:45:45 |
Ask20:45:45 |
Underlying |
Strike price |
Expiration date |
Option type |
0.046EUR |
+48.39% |
0.050 Bid Size: 20,000 |
0.080 Ask Size: 20,000 |
ARCELORMITTAL S.A. N... |
20.50 EUR |
20/09/2024 |
Call |
Master data
WKN: |
JT3W71 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
ARCELORMITTAL S.A. NOUV. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
20.50 EUR |
Maturity: |
20/09/2024 |
Issue date: |
11/07/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
36.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.30 |
Intrinsic value: |
0.30 |
Implied volatility: |
- |
Historic volatility: |
0.25 |
Parity: |
0.30 |
Time value: |
-0.24 |
Break-even: |
21.15 |
Moneyness: |
1.15 |
Premium: |
-0.10 |
Premium p.a.: |
-1.00 |
Spread abs.: |
0.03 |
Spread %: |
85.71% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.046 |
High: |
0.046 |
Low: |
0.046 |
Previous Close: |
0.031 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+91.67% |
1 Month |
|
|
-11.54% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.031 |
0.020 |
1M High / 1M Low: |
0.110 |
0.020 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.026 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.061 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
333.13% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |