JP Morgan Call 58 FRA 20.09.2024
/ DE000JB7L3J8
JP Morgan Call 58 FRA 20.09.2024/ DE000JB7L3J8 /
| 2024-07-02 8:58:45 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.042EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
FRAPORT AG FFM.AIRPO... |
58.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
JB7L3J |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
FRAPORT AG FFM.AIRPORT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-07-02 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
37.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.29 |
| Parity: |
-0.97 |
| Time value: |
0.13 |
| Break-even: |
59.30 |
| Moneyness: |
0.83 |
| Premium: |
0.23 |
| Premium p.a.: |
1.69 |
| Spread abs.: |
0.10 |
| Spread %: |
333.33% |
| Delta: |
0.24 |
| Theta: |
-0.02 |
| Omega: |
8.80 |
| Rho: |
0.02 |
Quote data
| Open: |
0.042 |
| High: |
0.042 |
| Low: |
0.042 |
| Previous Close: |
0.043 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.75% |
| 1 Month |
|
|
-81.74% |
| 3 Months |
|
|
-73.75% |
| YTD |
|
|
-92.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.043 |
0.042 |
| 1M High / 1M Low: |
0.230 |
0.042 |
| 6M High / 6M Low: |
0.570 |
0.042 |
| High (YTD): |
2024-01-10 |
0.570 |
| Low (YTD): |
2024-07-02 |
0.042 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.043 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.113 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.236 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
322.44% |
| Volatility 6M: |
|
244.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
