JP Morgan Call 240 UNP 16.08.2024
/ DE000JB9DNA5
JP Morgan Call 240 UNP 16.08.2024/ DE000JB9DNA5 /
| 8/5/2024 6:05:28 PM |
Chg.-0.270 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
-49.09% |
-
Bid Size: - |
-
Ask Size: - |
Union Pacific Corp |
240.00 USD |
8/16/2024 |
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: |
8/16/2024 |
| Issue date: |
12/21/2023 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
46.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.16 |
| Parity: |
0.00 |
| Time value: |
0.47 |
| Break-even: |
224.66 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
1.03 |
| Spread abs.: |
0.02 |
| Spread %: |
4.44% |
| Delta: |
0.52 |
| Theta: |
-0.22 |
| Omega: |
24.23 |
| Rho: |
0.03 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-48.15% |
| 1 Month |
|
|
+86.67% |
| 3 Months |
|
|
-75.86% |
| YTD |
|
|
-87.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.540 |
| 1M High / 1M Low: |
0.850 |
0.110 |
| 6M High / 6M Low: |
2.520 |
0.110 |
| High (YTD): |
2/26/2024 |
2.520 |
| Low (YTD): |
7/10/2024 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.648 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.477 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.130 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
561.19% |
| Volatility 6M: |
|
317.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
