JP Morgan Call 215 SND 20.12.2024
/ DE000JB9E5W3
JP Morgan Call 215 SND 20.12.2024/ DE000JB9E5W3 /
| 2024-11-12 10:59:23 AM |
Chg.-0.25 |
Bid8:44:14 PM |
Ask8:44:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.21EUR |
-7.23% |
2.71
Bid Size: 2,000 |
2.91
Ask Size: 2,000 |
SCHNEIDER ELEC. INH.... |
215.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
JB9E5W |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
215.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-27 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.46 |
| Intrinsic value: |
3.38 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.22 |
| Parity: |
3.38 |
| Time value: |
0.67 |
| Break-even: |
255.50 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.50 |
| Spread %: |
14.08% |
| Delta: |
0.80 |
| Theta: |
-0.19 |
| Omega: |
4.93 |
| Rho: |
0.17 |
Quote data
| Open: |
3.21 |
| High: |
3.21 |
| Low: |
3.21 |
| Previous Close: |
3.46 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.39% |
| 1 Month |
|
|
+9.93% |
| 3 Months |
|
|
+136.03% |
| YTD |
|
|
+345.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.46 |
2.56 |
| 1M High / 1M Low: |
3.49 |
2.56 |
| 6M High / 6M Low: |
3.66 |
0.99 |
| High (YTD): |
2024-09-26 |
3.66 |
| Low (YTD): |
2024-01-05 |
0.47 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.26% |
| Volatility 6M: |
|
173.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
