JP Morgan Call 400 EG 20.09.2024
/ DE000JT4ENE6
JP Morgan Call 400 EG 20.09.2024/ DE000JT4ENE6 /
| 2024-08-30 11:50:57 AM |
Chg.-0.080 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-9.76% |
0.740
Bid Size: 250 |
1.740
Ask Size: 250 |
Everest Group Ltd |
400.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JT4ENE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Everest Group Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-07-22 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.21 |
| Parity: |
-0.70 |
| Time value: |
1.74 |
| Break-even: |
379.48 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
2.37 |
| Spread abs.: |
1.00 |
| Spread %: |
135.14% |
| Delta: |
0.48 |
| Theta: |
-0.52 |
| Omega: |
9.78 |
| Rho: |
0.08 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.33% |
| 1 Month |
|
|
-58.66% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.740 |
| 1M High / 1M Low: |
1.790 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.830 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.659 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
458.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
