JP Morgan Call 54 FRA 20.09.2024
/ DE000JB7L3D1
JP Morgan Call 54 FRA 20.09.2024/ DE000JB7L3D1 /
| 7/29/2024 5:17:15 PM |
Chg.-0.003 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.046EUR |
-6.12% |
-
Bid Size: - |
-
Ask Size: - |
FRAPORT AG FFM.AIRPO... |
54.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
JB7L3D |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
FRAPORT AG FFM.AIRPORT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
12/5/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.28 |
| Parity: |
-0.71 |
| Time value: |
0.25 |
| Break-even: |
56.50 |
| Moneyness: |
0.87 |
| Premium: |
0.20 |
| Premium p.a.: |
2.61 |
| Spread abs.: |
0.20 |
| Spread %: |
410.20% |
| Delta: |
0.35 |
| Theta: |
-0.04 |
| Omega: |
6.54 |
| Rho: |
0.02 |
Quote data
| Open: |
0.051 |
| High: |
0.051 |
| Low: |
0.043 |
| Previous Close: |
0.049 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.30% |
| 1 Month |
|
|
-64.62% |
| 3 Months |
|
|
-79.09% |
| YTD |
|
|
-93.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.057 |
0.043 |
| 1M High / 1M Low: |
0.130 |
0.043 |
| 6M High / 6M Low: |
0.730 |
0.043 |
| High (YTD): |
1/10/2024 |
0.770 |
| Low (YTD): |
7/23/2024 |
0.043 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.048 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.074 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.299 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.65% |
| Volatility 6M: |
|
219.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
