JP Morgan Call 66 BNP 20.12.2024
/ DE000JK342U2
JP Morgan Call 66 BNP 20.12.2024/ DE000JK342U2 /
10/4/2024 4:24:10 PM |
Chg.+0.024 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
+25.00% |
- Bid Size: - |
- Ask Size: - |
BNP PARIBAS INH. ... |
66.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
JK342U |
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: |
12/20/2024 |
Issue date: |
3/7/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
30.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.23 |
Parity: |
-0.51 |
Time value: |
0.20 |
Break-even: |
68.00 |
Moneyness: |
0.92 |
Premium: |
0.12 |
Premium p.a.: |
0.70 |
Spread abs.: |
0.09 |
Spread %: |
81.82% |
Delta: |
0.34 |
Theta: |
-0.02 |
Omega: |
10.47 |
Rho: |
0.04 |
Quote data
Open: |
0.120 |
High: |
0.120 |
Low: |
0.120 |
Previous Close: |
0.096 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-40.00% |
1 Month |
|
|
-55.56% |
3 Months |
|
|
-66.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.140 |
0.096 |
1M High / 1M Low: |
0.310 |
0.096 |
6M High / 6M Low: |
0.700 |
0.096 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.121 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.207 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.338 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
295.56% |
Volatility 6M: |
|
214.25% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |