JP Morgan Call 490 NTH 16.08.2024
/ DE000JB74357
JP Morgan Call 490 NTH 16.08.2024/ DE000JB74357 /
| 2024-06-20 12:03:56 PM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.012EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
NORTHROP GRUMMAN DL ... |
490.00 - |
2024-08-16 |
Call |
Master data
| WKN: |
JB7435 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
NORTHROP GRUMMAN DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
490.00 - |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
122.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.19 |
| Parity: |
-0.98 |
| Time value: |
0.03 |
| Break-even: |
493.20 |
| Moneyness: |
0.80 |
| Premium: |
0.26 |
| Premium p.a.: |
8.68 |
| Spread abs.: |
0.02 |
| Spread %: |
166.67% |
| Delta: |
0.11 |
| Theta: |
-0.17 |
| Omega: |
13.31 |
| Rho: |
0.04 |
Quote data
| Open: |
0.012 |
| High: |
0.012 |
| Low: |
0.012 |
| Previous Close: |
0.011 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-45.45% |
| 3 Months |
|
|
-89.09% |
| YTD |
|
|
-95.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.022 |
0.011 |
| 6M High / 6M Low: |
0.340 |
0.011 |
| High (YTD): |
2024-01-15 |
0.340 |
| Low (YTD): |
2024-06-19 |
0.011 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.014 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.135 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
383.73% |
| Volatility 6M: |
|
234.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
