JP Morgan Call 70 ON 19.07.2024
/ DE000JB6P2K5
JP Morgan Call 70 ON 19.07.2024/ DE000JB6P2K5 /
| 2024-07-05 9:20:46 AM |
Chg.0.000 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
ON Semiconductor |
70.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JB6P2K |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.41 |
| Parity: |
0.31 |
| Time value: |
0.13 |
| Break-even: |
68.98 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.03 |
| Spread %: |
7.32% |
| Delta: |
0.71 |
| Theta: |
-0.09 |
| Omega: |
10.97 |
| Rho: |
0.02 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+100.00% |
| 1 Month |
|
|
-26.92% |
| 3 Months |
|
|
-42.42% |
| YTD |
|
|
-80.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.190 |
| 1M High / 1M Low: |
0.750 |
0.190 |
| 6M High / 6M Low: |
1.620 |
0.190 |
| High (YTD): |
2024-01-02 |
1.690 |
| Low (YTD): |
2024-07-02 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.318 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.383 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.835 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
502.90% |
| Volatility 6M: |
|
294.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
