JP Morgan Call 410 HD 18.10.2024
/ DE000JT4Q5T2
JP Morgan Call 410 HD 18.10.2024/ DE000JT4Q5T2 /
8/28/2024 11:50:25 AM |
Chg.-0.023 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.097EUR |
-19.17% |
- Bid Size: - |
- Ask Size: - |
Home Depot Inc |
410.00 USD |
10/18/2024 |
Call |
Master data
WKN: |
JT4Q5T |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Home Depot Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
410.00 USD |
Maturity: |
10/18/2024 |
Issue date: |
7/22/2024 |
Last trading day: |
10/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
139.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.18 |
Parity: |
-3.29 |
Time value: |
0.24 |
Break-even: |
369.22 |
Moneyness: |
0.91 |
Premium: |
0.11 |
Premium p.a.: |
1.05 |
Spread abs.: |
0.15 |
Spread %: |
160.87% |
Delta: |
0.16 |
Theta: |
-0.08 |
Omega: |
22.65 |
Rho: |
0.07 |
Quote data
Open: |
0.097 |
High: |
0.097 |
Low: |
0.097 |
Previous Close: |
0.120 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.29% |
1 Month |
|
|
-64.07% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.150 |
0.082 |
1M High / 1M Low: |
0.390 |
0.037 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.105 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.168 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
654.20% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |