JP Morgan Call 67 WFC 22.11.2024
/ DE000JV4QUQ5
JP Morgan Call 67 WFC 22.11.2024/ DE000JV4QUQ5 /
| 2024-11-08 10:52:13 AM |
Chg.-0.170 |
Bid9:06:43 PM |
Ask9:06:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-30.91% |
0.370
Bid Size: 125,000 |
-
Ask Size: - |
Wells Fargo and Comp... |
67.00 USD |
2024-11-22 |
Call |
Master data
| WKN: |
JV4QUQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Wells Fargo and Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
67.00 USD |
| Maturity: |
2024-11-22 |
| Issue date: |
2024-10-29 |
| Last trading day: |
2024-11-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.26 |
| Parity: |
0.26 |
| Time value: |
0.07 |
| Break-even: |
65.40 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.75 |
| Theta: |
-0.05 |
| Omega: |
14.58 |
| Rho: |
0.02 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+90.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.140 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.308 |
| Avg. volume 1W: |
|
0.000 |
| 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: |
|
- |
