JP Morgan Call 21.5 ARRD 15.11.2024
/ DE000JT7DBQ0
JP Morgan Call 21.5 ARRD 15.11.20.../ DE000JT7DBQ0 /
| 2024-11-04 10:51:25 AM |
Chg.0.000 |
Bid6:28:17 PM |
Ask6:28:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
0.00% |
0.160
Bid Size: 15,000 |
0.200
Ask Size: 15,000 |
ARCELORMITTAL S.A. N... |
21.50 EUR |
2024-11-15 |
Call |
Master data
| WKN: |
JT7DBQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.50 EUR |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-08-28 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
- |
| Historic volatility: |
0.23 |
| Parity: |
0.20 |
| Time value: |
-0.02 |
| Break-even: |
23.30 |
| Moneyness: |
1.09 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.28 |
| Spread abs.: |
0.03 |
| Spread %: |
20.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.150 |
| High: |
0.160 |
| Low: |
0.150 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
-30.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.140 |
| 1M High / 1M Low: |
0.230 |
0.097 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.152 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.148 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
270.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
