JP Morgan Call 340 HDI 20.09.2024
/ DE000JB53B11
JP Morgan Call 340 HDI 20.09.2024/ DE000JB53B11 /
| 26/08/2024 11:50:23 |
Chg.- |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.29EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
HOME DEPOT INC. D... |
340.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
JB53B1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
HOME DEPOT INC. DL-,05 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
31/10/2023 |
| Last trading day: |
26/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.15 |
| Historic volatility: |
0.18 |
| Parity: |
-0.87 |
| Time value: |
3.29 |
| Break-even: |
372.90 |
| Moneyness: |
0.97 |
| Premium: |
0.13 |
| Premium p.a.: |
6.82 |
| Spread abs.: |
0.04 |
| Spread %: |
1.23% |
| Delta: |
0.52 |
| Theta: |
-0.88 |
| Omega: |
5.24 |
| Rho: |
0.08 |
Quote data
| Open: |
3.29 |
| High: |
3.29 |
| Low: |
3.29 |
| Previous Close: |
2.46 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.74% |
| 1 Month |
|
|
+24.15% |
| 3 Months |
|
|
+301.22% |
| YTD |
|
|
+8.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.29 |
2.46 |
| 1M High / 1M Low: |
3.29 |
1.47 |
| 6M High / 6M Low: |
6.05 |
0.75 |
| High (YTD): |
22/03/2024 |
6.05 |
| Low (YTD): |
28/05/2024 |
0.75 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
261.69% |
| Volatility 6M: |
|
235.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
