JP Morgan Call 50 DAL 20.09.2024
/ DE000JB96RB4
JP Morgan Call 50 DAL 20.09.2024/ DE000JB96RB4 /
| 2024-08-01 10:44:57 AM |
Chg.-0.007 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.029EUR |
-19.44% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
50.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JB96RB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
113.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
-0.64 |
| Time value: |
0.04 |
| Break-even: |
46.55 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
2.17 |
| Spread abs.: |
0.01 |
| Spread %: |
35.71% |
| Delta: |
0.14 |
| Theta: |
-0.01 |
| Omega: |
16.12 |
| Rho: |
0.01 |
Quote data
| Open: |
0.029 |
| High: |
0.029 |
| Low: |
0.029 |
| Previous Close: |
0.036 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.71% |
| 1 Month |
|
|
-86.19% |
| 3 Months |
|
|
-93.41% |
| YTD |
|
|
-84.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.045 |
0.034 |
| 1M High / 1M Low: |
0.210 |
0.033 |
| 6M High / 6M Low: |
0.590 |
0.033 |
| High (YTD): |
2024-05-16 |
0.590 |
| Low (YTD): |
2024-07-16 |
0.033 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.039 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.101 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.265 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
647.22% |
| Volatility 6M: |
|
314.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
