JP Morgan Call 60 BNP 19.07.2024
/ DE000JT23JF8
JP Morgan Call 60 BNP 19.07.2024/ DE000JT23JF8 /
| 2024-07-12 8:18:54 AM |
Chg.-0.020 |
Bid6:11:59 PM |
Ask6:11:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-7.69% |
0.240
Bid Size: 5,000 |
0.300
Ask Size: 5,000 |
BNP PARIBAS INH. ... |
60.00 EUR |
2024-07-19 |
Call |
Master data
| WKN: |
JT23JF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-06-18 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.23 |
| Parity: |
0.20 |
| Time value: |
0.12 |
| Break-even: |
63.20 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
1.67 |
| Spread abs.: |
0.09 |
| Spread %: |
39.13% |
| Delta: |
0.67 |
| Theta: |
-0.14 |
| Omega: |
13.07 |
| Rho: |
0.01 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.83% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.170 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.296 |
| Avg. volume 1W: |
|
800 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
