JP Morgan Call 380 EG 20.09.2024
/ DE000JT523R4
JP Morgan Call 380 EG 20.09.2024/ DE000JT523R4 /
| 30/08/2024 10:59:47 |
Chg.-0.09 |
Bid21:59:48 |
Ask21:59:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.67EUR |
-5.11% |
1.69
Bid Size: 250 |
2.69
Ask Size: 250 |
Everest Group Ltd |
380.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
JT523R |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Everest Group Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
25/07/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
1.11 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.21 |
| Parity: |
1.11 |
| Time value: |
1.33 |
| Break-even: |
368.33 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.95 |
| Spread abs.: |
0.91 |
| Spread %: |
59.17% |
| Delta: |
0.63 |
| Theta: |
-0.45 |
| Omega: |
9.16 |
| Rho: |
0.11 |
Quote data
| Open: |
1.67 |
| High: |
1.67 |
| Low: |
1.67 |
| Previous Close: |
1.76 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.17% |
| 1 Month |
|
|
-37.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.92 |
1.63 |
| 1M High / 1M Low: |
2.68 |
0.87 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
283.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
