JP Morgan Call 450 DPZ 20.09.2024
/ DE000JB9SQZ3
JP Morgan Call 450 DPZ 20.09.2024/ DE000JB9SQZ3 /
| 12/07/2024 08:30:01 |
Chg.-0.040 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-8.89% |
-
Bid Size: - |
-
Ask Size: - |
Dominos Pizza Inc |
450.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
JB9SQZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Dominos Pizza Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
03/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.21 |
| Parity: |
0.01 |
| Time value: |
0.53 |
| Break-even: |
504.00 |
| Moneyness: |
1.00 |
| Premium: |
0.12 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.02 |
| Spread %: |
3.85% |
| Delta: |
0.57 |
| Theta: |
-0.39 |
| Omega: |
4.75 |
| Rho: |
0.38 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.51% |
| 1 Month |
|
|
-52.33% |
| 3 Months |
|
|
-47.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.410 |
| 1M High / 1M Low: |
0.890 |
0.410 |
| 6M High / 6M Low: |
0.910 |
0.290 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.504 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.714 |
| Avg. volume 1M: |
|
1,363.636 |
| Avg. price 6M: |
|
0.581 |
| Avg. volume 6M: |
|
354.331 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.17% |
| Volatility 6M: |
|
130.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
