JP Morgan Call 230 ALGN 20.09.2024
/ DE000JB84WZ9
JP Morgan Call 230 ALGN 20.09.202.../ DE000JB84WZ9 /
| 8/2/2024 8:44:05 AM |
Chg.-0.040 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-26.67% |
-
Bid Size: - |
-
Ask Size: - |
Align Technology Inc |
230.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
JB84WZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Align Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
12/12/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.40 |
| Parity: |
-0.15 |
| Time value: |
0.08 |
| Break-even: |
219.20 |
| Moneyness: |
0.93 |
| Premium: |
0.12 |
| Premium p.a.: |
1.37 |
| Spread abs.: |
0.01 |
| Spread %: |
13.51% |
| Delta: |
0.38 |
| Theta: |
-0.14 |
| Omega: |
8.88 |
| Rho: |
0.09 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.38% |
| 1 Month |
|
|
-59.26% |
| 3 Months |
|
|
-83.33% |
| YTD |
|
|
-84.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.099 |
| 1M High / 1M Low: |
0.350 |
0.099 |
| 6M High / 6M Low: |
1.050 |
0.099 |
| High (YTD): |
3/21/2024 |
1.050 |
| Low (YTD): |
7/29/2024 |
0.099 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.126 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.244 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.609 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
305.05% |
| Volatility 6M: |
|
167.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
