JP Morgan Call 40 VZ 20.09.2024
/ DE000JB95X15
JP Morgan Call 40 VZ 20.09.2024/ DE000JB95X15 /
| 2024-07-04 10:50:43 AM |
Chg.+0.020 |
Bid8:00:04 PM |
Ask8:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
+10.53% |
-
Bid Size: - |
-
Ask Size: - |
Verizon Communicatio... |
40.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JB95X1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Verizon Communications Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.22 |
| Parity: |
0.10 |
| Time value: |
0.11 |
| Break-even: |
39.17 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
10.53% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
12.17 |
| Rho: |
0.05 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.190 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-44.74% |
| YTD |
|
|
+40.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.190 |
| 1M High / 1M Low: |
0.250 |
0.120 |
| 6M High / 6M Low: |
0.430 |
0.120 |
| High (YTD): |
2024-02-01 |
0.430 |
| Low (YTD): |
2024-06-18 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.204 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.187 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.238 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.58% |
| Volatility 6M: |
|
203.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
