JP Morgan Call 70 SCHW 20.09.2024
/ DE000JB0PK03
JP Morgan Call 70 SCHW 20.09.2024/ DE000JB0PK03 /
8/30/2024 11:04:42 AM |
Chg.+0.009 |
Bid1:22:13 PM |
Ask1:22:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.032EUR |
+39.13% |
0.030 Bid Size: 25,000 |
0.040 Ask Size: 25,000 |
Charles Schwab Corpo... |
70.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
JB0PK0 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Charles Schwab Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
8/25/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
166.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.25 |
Parity: |
-0.46 |
Time value: |
0.04 |
Break-even: |
63.53 |
Moneyness: |
0.93 |
Premium: |
0.08 |
Premium p.a.: |
3.07 |
Spread abs.: |
0.01 |
Spread %: |
34.48% |
Delta: |
0.16 |
Theta: |
-0.03 |
Omega: |
27.17 |
Rho: |
0.01 |
Quote data
Open: |
0.032 |
High: |
0.032 |
Low: |
0.032 |
Previous Close: |
0.023 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.00% |
1 Month |
|
|
-68.00% |
3 Months |
|
|
-92.73% |
YTD |
|
|
-95.95% |
1 Year |
|
|
-93.96% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.040 |
0.019 |
1M High / 1M Low: |
0.100 |
0.019 |
6M High / 6M Low: |
1.060 |
0.019 |
High (YTD): |
5/16/2024 |
1.060 |
Low (YTD): |
8/28/2024 |
0.019 |
52W High: |
5/16/2024 |
1.060 |
52W Low: |
8/28/2024 |
0.019 |
Avg. price 1W: |
|
0.029 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.052 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.514 |
Avg. volume 6M: |
|
7.587 |
Avg. price 1Y: |
|
0.468 |
Avg. volume 1Y: |
|
3.764 |
Volatility 1M: |
|
488.24% |
Volatility 6M: |
|
282.57% |
Volatility 1Y: |
|
227.98% |
Volatility 3Y: |
|
- |