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: | - |