JP Morgan Call 59 TOTB 20.09.2024
/ DE000JB928C7
JP Morgan Call 59 TOTB 20.09.2024/ DE000JB928C7 /
| 2024-08-02 10:16:30 AM |
Chg.-0.040 |
Bid6:51:26 PM |
Ask6:51:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-9.09% |
0.350
Bid Size: 10,000 |
0.400
Ask Size: 10,000 |
TOTALENERGIES SE EO... |
59.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
JB928C |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
TOTALENERGIES SE EO 2,50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
59.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.18 |
| Parity: |
0.29 |
| Time value: |
0.20 |
| Break-even: |
63.90 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.07 |
| Spread %: |
16.67% |
| Delta: |
0.69 |
| Theta: |
-0.03 |
| Omega: |
8.66 |
| Rho: |
0.05 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.89% |
| 1 Month |
|
|
-29.82% |
| 3 Months |
|
|
-55.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.410 |
| 1M High / 1M Low: |
0.760 |
0.370 |
| 6M High / 6M Low: |
1.150 |
0.350 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.448 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.530 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.660 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.00% |
| Volatility 6M: |
|
162.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
