JP Morgan Call 240 UNP 16.08.2024
/ DE000JB9DNA5
JP Morgan Call 240 UNP 16.08.2024/ DE000JB9DNA5 /
| 28/06/2024 10:50:00 |
Chg.+0.010 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
+5.88% |
-
Bid Size: - |
-
Ask Size: - |
Union Pacific Corp |
240.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
JB9DNA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Union Pacific Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
21/12/2023 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
84.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-1.28 |
| Time value: |
0.25 |
| Break-even: |
226.51 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.02 |
| Spread %: |
8.70% |
| Delta: |
0.26 |
| Theta: |
-0.06 |
| Omega: |
21.86 |
| Rho: |
0.07 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.74% |
| 1 Month |
|
|
-56.10% |
| 3 Months |
|
|
-88.82% |
| YTD |
|
|
-92.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.170 |
| 1M High / 1M Low: |
0.590 |
0.170 |
| 6M High / 6M Low: |
2.520 |
0.170 |
| High (YTD): |
26/02/2024 |
2.520 |
| Low (YTD): |
27/06/2024 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.210 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.306 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.428 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
341.34% |
| Volatility 6M: |
|
204.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
