JP Morgan Call 230 MRK 20.12.2024
/ DE000JB4N1J3
JP Morgan Call 230 MRK 20.12.2024/ DE000JB4N1J3 /
07/08/2024 12:41:06 |
Chg.- |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.072EUR |
- |
- Bid Size: - |
- Ask Size: - |
MERCK KGAA O.N. |
230.00 - |
20/12/2024 |
Call |
Master data
WKN: |
JB4N1J |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
MERCK KGAA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
230.00 - |
Maturity: |
20/12/2024 |
Issue date: |
10/10/2023 |
Last trading day: |
08/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
142.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.27 |
Parity: |
-5.85 |
Time value: |
0.12 |
Break-even: |
231.20 |
Moneyness: |
0.75 |
Premium: |
0.35 |
Premium p.a.: |
1.56 |
Spread abs.: |
0.07 |
Spread %: |
118.18% |
Delta: |
0.09 |
Theta: |
-0.02 |
Omega: |
12.21 |
Rho: |
0.04 |
Quote data
Open: |
0.072 |
High: |
0.072 |
Low: |
0.072 |
Previous Close: |
0.071 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+89.47% |
3 Months |
|
|
-40.00% |
YTD |
|
|
-34.55% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.086 |
0.038 |
6M High / 6M Low: |
0.190 |
0.029 |
High (YTD): |
29/02/2024 |
0.190 |
Low (YTD): |
23/07/2024 |
0.029 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.066 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.087 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
829.87% |
Volatility 6M: |
|
327.13% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |