JP Morgan Call 202 DB1 20.09.2024
/ DE000JB9Q9Q3
JP Morgan Call 202 DB1 20.09.2024/ DE000JB9Q9Q3 /
| 8/30/2024 8:26:47 AM |
Chg.+0.030 |
Bid12:42:02 PM |
Ask12:42:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+9.68% |
0.370
Bid Size: 15,000 |
0.390
Ask Size: 15,000 |
DEUTSCHE BOERSE NA O... |
202.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
JB9Q9Q |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BOERSE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
202.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
1/3/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
53.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.15 |
| Parity: |
0.10 |
| Time value: |
0.28 |
| Break-even: |
205.80 |
| Moneyness: |
1.00 |
| Premium: |
0.01 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.04 |
| Spread %: |
11.76% |
| Delta: |
0.58 |
| Theta: |
-0.08 |
| Omega: |
31.05 |
| Rho: |
0.07 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+126.67% |
| 1 Month |
|
|
+209.09% |
| 3 Months |
|
|
+385.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.130 |
| 1M High / 1M Low: |
0.310 |
0.023 |
| 6M High / 6M Low: |
0.730 |
0.023 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.204 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.107 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.243 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
499.50% |
| Volatility 6M: |
|
358.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
