JP Morgan Call 500 NOC 20.12.2024
/ DE000JT5QRJ7
JP Morgan Call 500 NOC 20.12.2024/ DE000JT5QRJ7 /
| 2024-11-12 11:15:22 AM |
Chg.-0.020 |
Bid8:46:05 PM |
Ask8:46:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-5.13% |
0.340
Bid Size: 125,000 |
0.350
Ask Size: 125,000 |
Northrop Grumman Cor... |
500.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JT5QRJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Northrop Grumman Corp Holding Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-07-29 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.16 |
| Parity: |
0.32 |
| Time value: |
0.05 |
| Break-even: |
505.91 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
5.71% |
| Delta: |
0.82 |
| Theta: |
-0.17 |
| Omega: |
11.11 |
| Rho: |
0.39 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+85.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+54.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.200 |
| 1M High / 1M Low: |
0.420 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.298 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.304 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
262.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
