JP Morgan Call 360 EG 15.11.2024
/ DE000JV468Z1
JP Morgan Call 360 EG 15.11.2024/ DE000JV468Z1 /
| 2024-11-12 9:12:54 AM |
Chg.-0.05 |
Bid9:05:49 PM |
Ask9:05:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
-4.27% |
1.14
Bid Size: 3,000 |
1.84
Ask Size: 3,000 |
Everest Group Ltd |
360.00 USD |
2024-11-15 |
Call |
Master data
| WKN: |
JV468Z |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Everest Group Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-11-05 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
1.37 |
| Historic volatility: |
0.24 |
| Parity: |
0.89 |
| Time value: |
1.29 |
| Break-even: |
359.41 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
84.67 |
| Spread abs.: |
1.00 |
| Spread %: |
84.75% |
| Delta: |
0.61 |
| Theta: |
-2.77 |
| Omega: |
9.66 |
| Rho: |
0.02 |
Quote data
| Open: |
1.12 |
| High: |
1.12 |
| Low: |
1.12 |
| Previous Close: |
1.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+86.67% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.34 |
0.60 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| 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: |
|
- |
