JP Morgan Call 42 VZ 20.09.2024
/ DE000JB95X23
JP Morgan Call 42 VZ 20.09.2024/ DE000JB95X23 /
| 28/08/2024 10:47:35 |
Chg.- |
Bid08:51:22 |
Ask08:51:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.046EUR |
- |
0.050
Bid Size: 75,000 |
0.060
Ask Size: 75,000 |
Verizon Communicatio... |
42.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
JB95X2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Verizon Communications Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
21/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
75.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.20 |
| Parity: |
-0.05 |
| Time value: |
0.05 |
| Break-even: |
38.25 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.01 |
| Spread %: |
22.22% |
| Delta: |
0.42 |
| Theta: |
-0.02 |
| Omega: |
31.64 |
| Rho: |
0.01 |
Quote data
| Open: |
0.046 |
| High: |
0.046 |
| Low: |
0.046 |
| Previous Close: |
0.044 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.95% |
| 1 Month |
|
|
+2.22% |
| 3 Months |
|
|
-30.30% |
| YTD |
|
|
-54.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.046 |
0.033 |
| 1M High / 1M Low: |
0.064 |
0.028 |
| 6M High / 6M Low: |
0.260 |
0.025 |
| High (YTD): |
01/02/2024 |
0.320 |
| Low (YTD): |
24/07/2024 |
0.025 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.040 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.046 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.108 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.74% |
| Volatility 6M: |
|
267.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
