JP Morgan Call 76 SCHW 05.07.2024
/ DE000JT3EH83
JP Morgan Call 76 SCHW 05.07.2024/ DE000JT3EH83 /
| 28/06/2024 08:53:35 |
Chg.-0.002 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.047EUR |
-4.08% |
-
Bid Size: - |
-
Ask Size: - |
Charles Schwab Corpo... |
76.00 USD |
05/07/2024 |
Call |
Master data
| WKN: |
JT3EH8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Charles Schwab Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 USD |
| Maturity: |
05/07/2024 |
| Issue date: |
11/06/2024 |
| Last trading day: |
04/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
140.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.26 |
| Parity: |
-0.22 |
| Time value: |
0.05 |
| Break-even: |
71.43 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
8.94 |
| Spread abs.: |
0.01 |
| Spread %: |
25.64% |
| Delta: |
0.26 |
| Theta: |
-0.09 |
| Omega: |
36.80 |
| Rho: |
0.00 |
Quote data
| Open: |
0.047 |
| High: |
0.047 |
| Low: |
0.047 |
| Previous Close: |
0.049 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.98% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.047 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
