JP Morgan Call 66 FRA 20.09.2024
/ DE000JB7L3N0
JP Morgan Call 66 FRA 20.09.2024/ DE000JB7L3N0 /
20/06/2024 12:15:30 |
Chg.- |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
0.016EUR |
- |
- Bid Size: - |
- Ask Size: - |
FRAPORT AG FFM.AIRPO... |
66.00 - |
20/09/2024 |
Call |
Master data
WKN: |
JB7L3N |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
FRAPORT AG FFM.AIRPORT |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
66.00 - |
Maturity: |
20/09/2024 |
Issue date: |
05/12/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
27.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.79 |
Historic volatility: |
0.28 |
Parity: |
-1.90 |
Time value: |
0.17 |
Break-even: |
67.70 |
Moneyness: |
0.71 |
Premium: |
0.44 |
Premium p.a.: |
5.88 |
Spread abs.: |
0.16 |
Spread %: |
1,033.33% |
Delta: |
0.21 |
Theta: |
-0.04 |
Omega: |
5.94 |
Rho: |
0.02 |
Quote data
Open: |
0.016 |
High: |
0.016 |
Low: |
0.016 |
Previous Close: |
0.017 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-23.81% |
3 Months |
|
|
-15.79% |
YTD |
|
|
-94.07% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.021 |
0.016 |
6M High / 6M Low: |
0.240 |
0.016 |
High (YTD): |
10/01/2024 |
0.270 |
Low (YTD): |
20/06/2024 |
0.016 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.018 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.080 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
342.76% |
Volatility 6M: |
|
352.17% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |