JP Morgan Call 250 NSC 22.11.2024
/ DE000JV4W092
JP Morgan Call 250 NSC 22.11.2024/ DE000JV4W092 /
| 2024-11-08 10:52:27 AM |
Chg.-0.70 |
Bid9:10:02 PM |
Ask9:10:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.08EUR |
-25.18% |
2.28
Bid Size: 15,000 |
-
Ask Size: - |
Norfolk Southern Cor... |
250.00 USD |
2024-11-22 |
Call |
Master data
| WKN: |
JV4W09 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Norfolk Southern Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
2024-11-22 |
| Issue date: |
2024-10-29 |
| Last trading day: |
2024-11-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.97 |
| Intrinsic value: |
1.92 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.25 |
| Parity: |
1.92 |
| Time value: |
0.17 |
| Break-even: |
252.42 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.14 |
| Spread %: |
7.14% |
| Delta: |
0.86 |
| Theta: |
-0.17 |
| Omega: |
10.38 |
| Rho: |
0.07 |
Quote data
| Open: |
2.08 |
| High: |
2.08 |
| Low: |
2.08 |
| Previous Close: |
2.78 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+123.66% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.78 |
0.77 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
