JP Morgan Call 66 BNP 16.08.2024
/ DE000JT0R623
JP Morgan Call 66 BNP 16.08.2024/ DE000JT0R623 /
| 2024-07-26 12:31:21 PM |
Chg.+0.041 |
Bid5:51:04 PM |
Ask5:51:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.097EUR |
+73.21% |
0.091
Bid Size: 7,500 |
0.140
Ask Size: 7,500 |
BNP PARIBAS INH. ... |
66.00 EUR |
2024-08-16 |
Call |
Master data
| WKN: |
JT0R62 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BNP PARIBAS INH. EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-27 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
33.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.23 |
| Parity: |
-0.14 |
| Time value: |
0.19 |
| Break-even: |
67.90 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
1.40 |
| Spread abs.: |
0.08 |
| Spread %: |
72.73% |
| Delta: |
0.44 |
| Theta: |
-0.06 |
| Omega: |
14.83 |
| Rho: |
0.02 |
Quote data
| Open: |
0.097 |
| High: |
0.097 |
| Low: |
0.097 |
| Previous Close: |
0.056 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.23% |
| 1 Month |
|
|
+14.12% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.056 |
| 1M High / 1M Low: |
0.140 |
0.048 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.096 |
| Avg. volume 1W: |
|
15,000 |
| Avg. price 1M: |
|
0.086 |
| Avg. volume 1M: |
|
8,809.524 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
413.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
