JP Morgan Call 25 S 15.11.2024
/ DE000JT4NDH1
JP Morgan Call 25 S 15.11.2024/ DE000JT4NDH1 /
| 10/09/2024 08:36:53 |
Chg.-0.012 |
Bid17:47:30 |
Ask17:47:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.098EUR |
-10.91% |
0.093
Bid Size: 200,000 |
0.100
Ask Size: 200,000 |
SentinelOne Inc |
25.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
JT4NDH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SentinelOne Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
02/07/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.46 |
| Parity: |
-0.29 |
| Time value: |
0.10 |
| Break-even: |
23.65 |
| Moneyness: |
0.87 |
| Premium: |
0.20 |
| Premium p.a.: |
1.71 |
| Spread abs.: |
0.01 |
| Spread %: |
11.11% |
| Delta: |
0.34 |
| Theta: |
-0.01 |
| Omega: |
6.82 |
| Rho: |
0.01 |
Quote data
| Open: |
0.098 |
| High: |
0.098 |
| Low: |
0.098 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.35% |
| 1 Month |
|
|
-51.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.110 |
| 1M High / 1M Low: |
0.330 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.142 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.225 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
