JP Morgan Call 690 URI 20.09.2024
/ DE000JT0V0X2
JP Morgan Call 690 URI 20.09.2024/ DE000JT0V0X2 /
| 2024-07-26 11:18:36 AM |
Chg.+0.290 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+51.79% |
-
Bid Size: - |
-
Ask Size: - |
United Rentals |
690.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JT0V0X |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
690.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-23 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.33 |
| Parity: |
0.57 |
| Time value: |
0.39 |
| Break-even: |
731.61 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.20 |
| Spread %: |
26.32% |
| Delta: |
0.70 |
| Theta: |
-0.55 |
| Omega: |
5.02 |
| Rho: |
0.58 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.77% |
| 1 Month |
|
|
+325.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.560 |
| 1M High / 1M Low: |
0.850 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.678 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.431 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
372.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
