JP Morgan Call 58 SHL 20.09.2024
/ DE000JB7X4P9
JP Morgan Call 58 SHL 20.09.2024/ DE000JB7X4P9 /
2024-08-02 8:55:46 AM |
Chg.-0.005 |
Bid7:01:11 PM |
Ask7:01:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.006EUR |
-45.45% |
0.006 Bid Size: 2,000 |
0.026 Ask Size: 2,000 |
SIEMENS HEALTH.AG NA... |
58.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
JB7X4P |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
SIEMENS HEALTH.AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
58.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-12-05 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
214.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.20 |
Parity: |
-0.87 |
Time value: |
0.02 |
Break-even: |
58.23 |
Moneyness: |
0.85 |
Premium: |
0.18 |
Premium p.a.: |
2.43 |
Spread abs.: |
0.02 |
Spread %: |
187.50% |
Delta: |
0.09 |
Theta: |
-0.01 |
Omega: |
19.83 |
Rho: |
0.01 |
Quote data
Open: |
0.006 |
High: |
0.006 |
Low: |
0.006 |
Previous Close: |
0.011 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-90.00% |
1 Month |
|
|
-93.26% |
3 Months |
|
|
-96.00% |
YTD |
|
|
-98.06% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.009 |
1M High / 1M Low: |
0.150 |
0.009 |
6M High / 6M Low: |
0.400 |
0.009 |
High (YTD): |
2024-03-08 |
0.400 |
Low (YTD): |
2024-07-31 |
0.009 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.053 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.081 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.181 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
453.07% |
Volatility 6M: |
|
280.32% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |