JP Morgan Call 50 DAL 20.09.2024
/ DE000JB96RB4
JP Morgan Call 50 DAL 20.09.2024/ DE000JB96RB4 /
| 2024-07-08 10:47:54 AM |
Chg.-0.040 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
-21.05% |
-
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: |
28.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.26 |
| Parity: |
-0.37 |
| Time value: |
0.15 |
| Break-even: |
47.69 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.01 |
| Spread %: |
7.14% |
| Delta: |
0.35 |
| Theta: |
-0.02 |
| Omega: |
9.94 |
| Rho: |
0.03 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.57% |
| 1 Month |
|
|
-60.53% |
| 3 Months |
|
|
-46.43% |
| YTD |
|
|
-21.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.160 |
| 1M High / 1M Low: |
0.380 |
0.160 |
| 6M High / 6M Low: |
0.590 |
0.085 |
| High (YTD): |
2024-05-16 |
0.590 |
| Low (YTD): |
2024-01-22 |
0.085 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.184 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.281 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.275 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.91% |
| Volatility 6M: |
|
211.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
