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: |
|
- |