JP Morgan Call 390 HD 18.10.2024
/ DE000JT4Q5U0
JP Morgan Call 390 HD 18.10.2024/ DE000JT4Q5U0 /
2024-08-28 11:50:25 AM |
Chg.-0.050 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
-11.11% |
- Bid Size: - |
- Ask Size: - |
Home Depot Inc |
390.00 USD |
2024-10-18 |
Call |
Master data
WKN: |
JT4Q5U |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Home Depot Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
390.00 USD |
Maturity: |
2024-10-18 |
Issue date: |
2024-07-22 |
Last trading day: |
2024-10-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
76.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.40 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.18 |
Parity: |
-1.50 |
Time value: |
0.44 |
Break-even: |
353.31 |
Moneyness: |
0.96 |
Premium: |
0.06 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.09 |
Spread %: |
25.64% |
Delta: |
0.30 |
Theta: |
-0.09 |
Omega: |
23.04 |
Rho: |
0.14 |
Quote data
Open: |
0.400 |
High: |
0.400 |
Low: |
0.400 |
Previous Close: |
0.450 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+17.65% |
1 Month |
|
|
-33.33% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.530 |
0.320 |
1M High / 1M Low: |
0.840 |
0.140 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.394 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.433 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
576.63% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |