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: |
|
- |