JP Morgan Call 40750 DJI2MN 18.10.2024
/ DE000JT8RG27
JP Morgan Call 40750 DJI2MN 18.10.../ DE000JT8RG27 /
| 10/2/2024 3:09:01 PM |
Chg.+0.09 |
Bid5:07:48 PM |
Ask5:07:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.50EUR |
+6.38% |
1.52
Bid Size: 10,000 |
1.55
Ask Size: 10,000 |
Dow Jones Industrial... |
40,750.00 USD |
10/18/2024 |
Call |
Master data
| WKN: |
JT8RG2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Dow Jones Industrial Average (2 Minute) Price |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40,750.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
8/12/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
26.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
1.27 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.09 |
| Parity: |
1.27 |
| Time value: |
0.18 |
| Break-even: |
38,284.26 |
| Moneyness: |
1.03 |
| Premium: |
0.00 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.08 |
| Spread %: |
5.92% |
| Delta: |
0.83 |
| Theta: |
-13.95 |
| Omega: |
21.80 |
| Rho: |
13.27 |
Quote data
| Open: |
1.42 |
| High: |
1.50 |
| Low: |
1.42 |
| Previous Close: |
1.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.38% |
| 1 Month |
|
|
+19.05% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.55 |
1.41 |
| 1M High / 1M Low: |
1.55 |
0.72 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
