JP Morgan Call 545 TN8/ DE000JT4L2N7 /
| 26/07/2024 12:50:26 | Chg.- | Bid22:00:36 | Ask22:00:36 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.480EUR | - | - Bid Size: - |
- Ask Size: - |
THERMO FISH.SCIENTIF... | 545.00 - | 16/08/2024 | Call |
Master data
| WKN: | JT4L2N |
|---|---|
| Issuer: | J.P. Morgan Securities Ltd. |
| Currency: | EUR |
| Underlying: | THERMO FISH.SCIENTIF.DL 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 545.00 - |
| Maturity: | 16/08/2024 |
| Issue date: | 03/07/2024 |
| Last trading day: | 26/07/2024 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 10.94 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.03 |
|---|---|
| Intrinsic value: | 0.02 |
| Implied volatility: | 4.31 |
| Historic volatility: | 0.19 |
| Parity: | 0.02 |
| Time value: | 0.48 |
| Break-even: | 595.00 |
| Moneyness: | 1.00 |
| Premium: | 0.09 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.01 |
| Spread %: | 2.04% |
| Delta: | 0.55 |
| Theta: | -24.46 |
| Omega: | 6.02 |
| Rho: | 0.01 |
Quote data
| Open: | 0.480 |
|---|---|
| High: | 0.480 |
| Low: | 0.480 |
| Previous Close: | 0.260 |
| Turnover: | 0.000 |
| Market phase: | SU |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +166.67% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 0.480 | 0.140 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.223 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 590.99% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
