JP Morgan Call 68 BNR 16.08.2024
/ DE000JT1FL88
JP Morgan Call 68 BNR 16.08.2024/ DE000JT1FL88 /
| 8/2/2024 5:21:37 PM |
Chg.+0.012 |
Bid5:42:29 PM |
Ask5:42:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.074EUR |
+19.35% |
0.075
Bid Size: 10,000 |
0.110
Ask Size: 10,000 |
BRENNTAG SE NA O.N. |
68.00 EUR |
8/16/2024 |
Call |
Master data
| WKN: |
JT1FL8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 EUR |
| Maturity: |
8/16/2024 |
| Issue date: |
5/23/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
85.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.18 |
| Parity: |
-0.29 |
| Time value: |
0.08 |
| Break-even: |
68.76 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
3.23 |
| Spread abs.: |
0.02 |
| Spread %: |
35.71% |
| Delta: |
0.28 |
| Theta: |
-0.06 |
| Omega: |
24.03 |
| Rho: |
0.01 |
Quote data
| Open: |
0.074 |
| High: |
0.082 |
| Low: |
0.074 |
| Previous Close: |
0.062 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.76% |
| 1 Month |
|
|
+48.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.089 |
0.062 |
| 1M High / 1M Low: |
0.096 |
0.041 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.081 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.065 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
357.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
