JP Morgan Call 75 NET 16.08.2024
/ DE000JB9GYY5
JP Morgan Call 75 NET 16.08.2024/ DE000JB9GYY5 /
| 7/17/2024 8:32:09 AM |
Chg.-0.04 |
Bid1:36:39 PM |
Ask1:36:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.03EUR |
-3.74% |
0.98
Bid Size: 5,000 |
1.00
Ask Size: 5,000 |
Cloudflare Inc |
75.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
JB9GYY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cloudflare Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
1/9/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.47 |
| Parity: |
0.82 |
| Time value: |
0.20 |
| Break-even: |
78.98 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.03 |
| Spread %: |
2.78% |
| Delta: |
0.78 |
| Theta: |
-0.07 |
| Omega: |
5.90 |
| Rho: |
0.04 |
Quote data
| Open: |
1.03 |
| High: |
1.03 |
| Low: |
1.03 |
| Previous Close: |
1.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.98% |
| 1 Month |
|
|
+56.06% |
| 3 Months |
|
|
-51.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.07 |
0.98 |
| 1M High / 1M Low: |
1.33 |
0.66 |
| 6M High / 6M Low: |
3.95 |
0.32 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.00 |
| Avg. volume 1M: |
|
23.86 |
| Avg. price 6M: |
|
1.68 |
| Avg. volume 6M: |
|
4.13 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.79% |
| Volatility 6M: |
|
236.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
