JP Morgan Call 52 FRA 20.09.2024
/ DE000JB9AUP4
JP Morgan Call 52 FRA 20.09.2024/ DE000JB9AUP4 /
| 2024-07-29 4:14:02 PM |
Chg.-0.007 |
Bid5:47:11 PM |
Ask5:47:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.079EUR |
-8.14% |
0.080
Bid Size: 2,000 |
0.280
Ask Size: 2,000 |
FRAPORT AG FFM.AIRPO... |
52.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
JB9AUP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
FRAPORT AG FFM.AIRPORT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.28 |
| Parity: |
-0.51 |
| Time value: |
0.24 |
| Break-even: |
54.40 |
| Moneyness: |
0.90 |
| Premium: |
0.16 |
| Premium p.a.: |
1.78 |
| Spread abs.: |
0.16 |
| Spread %: |
182.35% |
| Delta: |
0.37 |
| Theta: |
-0.04 |
| Omega: |
7.28 |
| Rho: |
0.02 |
Quote data
| Open: |
0.077 |
| High: |
0.079 |
| Low: |
0.077 |
| Previous Close: |
0.086 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.96% |
| 1 Month |
|
|
-60.50% |
| 3 Months |
|
|
-72.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.094 |
0.072 |
| 1M High / 1M Low: |
0.200 |
0.072 |
| 6M High / 6M Low: |
0.860 |
0.072 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.117 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.379 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
262.23% |
| Volatility 6M: |
|
196.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
