JP Morgan Call 70 NET 20.09.2024
/ DE000JT05X89
JP Morgan Call 70 NET 20.09.2024/ DE000JT05X89 /
| 7/8/2024 10:13:41 AM |
Chg.- |
Bid8:06:03 AM |
Ask8:06:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.82EUR |
- |
1.64
Bid Size: 2,000 |
1.69
Ask Size: 2,000 |
Cloudflare Inc |
70.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
JT05X8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cloudflare Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
6/3/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.56 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.48 |
| Parity: |
1.37 |
| Time value: |
0.30 |
| Break-even: |
81.33 |
| Moneyness: |
1.21 |
| Premium: |
0.04 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.04 |
| Spread %: |
2.45% |
| Delta: |
0.81 |
| Theta: |
-0.04 |
| Omega: |
3.80 |
| Rho: |
0.09 |
Quote data
| Open: |
1.82 |
| High: |
1.82 |
| Low: |
1.82 |
| Previous Close: |
1.60 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.42% |
| 1 Month |
|
|
+130.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.82 |
1.55 |
| 1M High / 1M Low: |
1.82 |
0.74 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
