JP Morgan Call 40 PAH3 20.09.2024
/ DE000JT8ES28
JP Morgan Call 40 PAH3 20.09.2024/ DE000JT8ES28 /
23/08/2024 10:39:58 |
Chg.+0.030 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.180EUR |
+20.00% |
- Bid Size: - |
- Ask Size: - |
PORSCHE AUTOM.HLDG V... |
40.00 EUR |
20/09/2024 |
Call |
Master data
WKN: |
JT8ES2 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
PORSCHE AUTOM.HLDG VZO |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
22/08/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
22.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.08 |
Implied volatility: |
0.30 |
Historic volatility: |
0.22 |
Parity: |
0.08 |
Time value: |
0.10 |
Break-even: |
41.80 |
Moneyness: |
1.02 |
Premium: |
0.03 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.01 |
Spread %: |
5.88% |
Delta: |
0.62 |
Theta: |
-0.03 |
Omega: |
14.05 |
Rho: |
0.02 |
Quote data
Open: |
0.180 |
High: |
0.180 |
Low: |
0.180 |
Previous Close: |
0.150 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
- |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
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: |
|
- |