JP Morgan Call 54 CMG 20.09.2024
/ DE000JT763T2
JP Morgan Call 54 CMG 20.09.2024/ DE000JT763T2 /
2024-09-13 12:31:59 PM |
Chg.+0.030 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
+13.04% |
- Bid Size: - |
- Ask Size: - |
Chipotle Mexican Gri... |
54.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
JT763T |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Chipotle Mexican Grill Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
54.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-08-09 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
21.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.19 |
Implied volatility: |
0.47 |
Historic volatility: |
0.24 |
Parity: |
0.19 |
Time value: |
0.05 |
Break-even: |
51.15 |
Moneyness: |
1.04 |
Premium: |
0.01 |
Premium p.a.: |
0.79 |
Spread abs.: |
0.02 |
Spread %: |
9.09% |
Delta: |
0.75 |
Theta: |
-0.08 |
Omega: |
15.89 |
Rho: |
0.01 |
Quote data
Open: |
0.260 |
High: |
0.260 |
Low: |
0.260 |
Previous Close: |
0.230 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+73.33% |
1 Month |
|
|
+62.50% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.120 |
1M High / 1M Low: |
0.300 |
0.120 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.182 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.190 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
539.69% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |