JP Morgan Call 64 BNP 18.10.2024
/ DE000JT5ZE63
JP Morgan Call 64 BNP 18.10.2024/ DE000JT5ZE63 /
04/10/2024 11:43:54 |
Chg.+0.003 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
0.023EUR |
+15.00% |
- Bid Size: - |
- Ask Size: - |
BNP PARIBAS INH. ... |
64.00 EUR |
18/10/2024 |
Call |
Master data
WKN: |
JT5ZE6 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
BNP PARIBAS INH. EO 2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
64.00 EUR |
Maturity: |
18/10/2024 |
Issue date: |
25/07/2024 |
Last trading day: |
17/10/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
50.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.52 |
Historic volatility: |
0.23 |
Parity: |
-0.31 |
Time value: |
0.12 |
Break-even: |
65.20 |
Moneyness: |
0.95 |
Premium: |
0.07 |
Premium p.a.: |
5.92 |
Spread abs.: |
0.09 |
Spread %: |
313.79% |
Delta: |
0.32 |
Theta: |
-0.08 |
Omega: |
16.48 |
Rho: |
0.01 |
Quote data
Open: |
0.023 |
High: |
0.023 |
Low: |
0.023 |
Previous Close: |
0.020 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-83.57% |
1 Month |
|
|
-87.22% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.065 |
0.020 |
1M High / 1M Low: |
0.240 |
0.020 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.039 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.139 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
439.57% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |