JP Morgan Call 290 CEG 15.11.2024
/ DE000JV1NL35
JP Morgan Call 290 CEG 15.11.2024/ DE000JV1NL35 /
| 2024-10-31 5:50:45 PM |
Chg.-0.100 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-16.39% |
-
Bid Size: - |
-
Ask Size: - |
Constellation Energy... |
290.00 USD |
2024-11-15 |
Call |
Master data
| WKN: |
JV1NL3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Constellation Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-09-24 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
42.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.45 |
| Parity: |
-2.60 |
| Time value: |
0.57 |
| Break-even: |
272.79 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
19.20 |
| Spread abs.: |
0.06 |
| Spread %: |
12.73% |
| Delta: |
0.28 |
| Theta: |
-0.41 |
| Omega: |
11.63 |
| Rho: |
0.02 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.510 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.00% |
| 1 Month |
|
|
-33.77% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.610 |
| 1M High / 1M Low: |
1.810 |
0.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.708 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.930 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
621.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
