JP Morgan Call 40 QIA 15.11.2024
/ DE000JT9RJV9
JP Morgan Call 40 QIA 15.11.2024/ DE000JT9RJV9 /
| 11/8/2024 1:57:52 PM |
Chg.+0.010 |
Bid5:09:41 PM |
Ask5:09:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+6.25% |
0.140
Bid Size: 50,000 |
0.150
Ask Size: 50,000 |
QIAGEN NV |
40.00 EUR |
11/15/2024 |
Call |
Master data
| WKN: |
JT9RJV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
QIAGEN NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
11/15/2024 |
| Issue date: |
9/10/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
21.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.22 |
| Parity: |
0.13 |
| Time value: |
0.06 |
| Break-even: |
41.90 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
1.19 |
| Spread abs.: |
0.03 |
| Spread %: |
18.75% |
| Delta: |
0.69 |
| Theta: |
-0.08 |
| Omega: |
14.96 |
| Rho: |
0.01 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+126.67% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.075 |
| 1M High / 1M Low: |
0.220 |
0.075 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.129 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.135 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
398.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
