JP Morgan Call 285 LOW 20.12.2024
/ DE000JV2GBM9
JP Morgan Call 285 LOW 20.12.2024/ DE000JV2GBM9 /
2024-11-12 10:45:11 AM |
Chg.+0.090 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.550EUR |
+19.57% |
- Bid Size: - |
- Ask Size: - |
Lowes Companies Inc |
285.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
JV2GBM |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Lowes Companies Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
285.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-10-21 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
47.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.20 |
Parity: |
-0.98 |
Time value: |
0.54 |
Break-even: |
272.72 |
Moneyness: |
0.96 |
Premium: |
0.06 |
Premium p.a.: |
0.74 |
Spread abs.: |
0.02 |
Spread %: |
3.57% |
Delta: |
0.37 |
Theta: |
-0.12 |
Omega: |
17.31 |
Rho: |
0.09 |
Quote data
Open: |
0.550 |
High: |
0.550 |
Low: |
0.550 |
Previous Close: |
0.460 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+37.50% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.660 |
0.270 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.430 |
Avg. volume 1W: |
|
0.000 |
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: |
|
- |