JP Morgan Call 55 DAL 20.09.2024
/ DE000JB96RC2
JP Morgan Call 55 DAL 20.09.2024/ DE000JB96RC2 /
| 8/8/2024 10:47:16 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.003EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
55.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
JB96RC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
12/21/2023 |
| Last trading day: |
8/8/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
200.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.28 |
| Parity: |
-1.90 |
| Time value: |
0.02 |
| Break-even: |
55.18 |
| Moneyness: |
0.65 |
| Premium: |
0.53 |
| Premium p.a.: |
43.76 |
| Spread abs.: |
0.02 |
| Spread %: |
500.00% |
| Delta: |
0.05 |
| Theta: |
-0.01 |
| Omega: |
10.68 |
| Rho: |
0.00 |
Quote data
| Open: |
0.003 |
| High: |
0.003 |
| Low: |
0.003 |
| Previous Close: |
0.005 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.00% |
| 1 Month |
|
|
-96.20% |
| 3 Months |
|
|
-99.06% |
| YTD |
|
|
-97.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.007 |
0.003 |
| 1M High / 1M Low: |
0.079 |
0.003 |
| 6M High / 6M Low: |
0.340 |
0.003 |
| High (YTD): |
5/15/2024 |
0.340 |
| Low (YTD): |
8/8/2024 |
0.003 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.005 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.015 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.130 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
737.08% |
| Volatility 6M: |
|
362.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
