JP Morgan Call 68 BNR 20.09.2024
/ DE000JT01BX4
JP Morgan Call 68 BNR 20.09.2024/ DE000JT01BX4 /
| 30/08/2024 16:22:52 |
Chg.0.000 |
Bid21:59:03 |
Ask21:59:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
0.00% |
0.089
Bid Size: 5,000 |
0.110
Ask Size: 5,000 |
BRENNTAG SE NA O.N. |
68.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
JT01BX |
| 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: |
20/09/2024 |
| Issue date: |
23/05/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
61.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
-0.08 |
| Time value: |
0.11 |
| Break-even: |
69.10 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.02 |
| Spread %: |
23.60% |
| Delta: |
0.43 |
| Theta: |
-0.04 |
| Omega: |
26.53 |
| Rho: |
0.02 |
Quote data
| Open: |
0.110 |
| High: |
0.120 |
| Low: |
0.100 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+122.22% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-52.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.041 |
| 1M High / 1M Low: |
0.150 |
0.026 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.073 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.079 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
568.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
