JP Morgan Call 84 BNR 20.09.2024
/ DE000JB7D578
JP Morgan Call 84 BNR 20.09.2024/ DE000JB7D578 /
| 2024-06-26 5:20:26 PM |
Chg.- |
Bid8:26:31 AM |
Ask8:26:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.004EUR |
- |
0.004
Bid Size: 3,000 |
0.024
Ask Size: 3,000 |
BRENNTAG SE NA O.N. |
84.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
JB7D57 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
84.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
145.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.19 |
| Parity: |
-1.99 |
| Time value: |
0.04 |
| Break-even: |
84.44 |
| Moneyness: |
0.76 |
| Premium: |
0.32 |
| Premium p.a.: |
2.27 |
| Spread abs.: |
0.04 |
| Spread %: |
1,000.00% |
| Delta: |
0.09 |
| Theta: |
-0.01 |
| Omega: |
12.83 |
| Rho: |
0.01 |
Quote data
| Open: |
0.005 |
| High: |
0.005 |
| Low: |
0.004 |
| Previous Close: |
0.006 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-98.46% |
| YTD |
|
|
-99.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.008 |
0.004 |
| 1M High / 1M Low: |
0.009 |
0.003 |
| 6M High / 6M Low: |
0.740 |
0.003 |
| High (YTD): |
2024-03-01 |
0.740 |
| Low (YTD): |
2024-06-04 |
0.003 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.005 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.005 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.291 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
531.31% |
| Volatility 6M: |
|
292.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
