JP Morgan Call 20 S 20.09.2024
/ DE000JT1FE20
JP Morgan Call 20 S 20.09.2024/ DE000JT1FE20 /
2024-09-10 9:51:50 AM |
Chg.-0.020 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.190EUR |
-9.52% |
- Bid Size: - |
- Ask Size: - |
SentinelOne Inc |
20.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
JT1FE2 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
SentinelOne Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
20.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-05-31 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.16 |
Implied volatility: |
0.57 |
Historic volatility: |
0.46 |
Parity: |
0.16 |
Time value: |
0.02 |
Break-even: |
19.94 |
Moneyness: |
1.09 |
Premium: |
0.01 |
Premium p.a.: |
0.42 |
Spread abs.: |
0.01 |
Spread %: |
5.26% |
Delta: |
0.83 |
Theta: |
-0.02 |
Omega: |
9.08 |
Rho: |
0.00 |
Quote data
Open: |
0.190 |
High: |
0.190 |
Low: |
0.190 |
Previous Close: |
0.210 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-32.14% |
1 Month |
|
|
-38.71% |
3 Months |
|
|
+11.76% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.190 |
1M High / 1M Low: |
0.520 |
0.190 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.252 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.369 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
191.18% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |