JP Morgan Call 70 BNP 20.12.2024
/ DE000JB48ZQ6
JP Morgan Call 70 BNP 20.12.2024/ DE000JB48ZQ6 /
8/8/2024 8:58:31 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.072EUR |
- |
- Bid Size: - |
- Ask Size: - |
BNP PARIBAS INH. ... |
70.00 - |
12/20/2024 |
Call |
Master data
WKN: |
JB48ZQ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
BNP PARIBAS INH. EO 2 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 - |
Maturity: |
12/20/2024 |
Issue date: |
10/10/2023 |
Last trading day: |
8/8/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
79.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.23 |
Parity: |
-0.74 |
Time value: |
0.08 |
Break-even: |
70.79 |
Moneyness: |
0.89 |
Premium: |
0.13 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.01 |
Spread %: |
14.49% |
Delta: |
0.21 |
Theta: |
-0.01 |
Omega: |
16.30 |
Rho: |
0.04 |
Quote data
Open: |
0.072 |
High: |
0.072 |
Low: |
0.072 |
Previous Close: |
0.071 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-55.00% |
3 Months |
|
|
-84.35% |
YTD |
|
|
-74.29% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.160 |
0.063 |
6M High / 6M Low: |
0.480 |
0.063 |
High (YTD): |
6/3/2024 |
0.480 |
Low (YTD): |
2/15/2024 |
0.048 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.101 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.235 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
888.98% |
Volatility 6M: |
|
260.56% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |