JP Morgan Call 90 BIDU/ DE000JT3BRW7 /
| 2024-07-25 10:32:59 AM | Chg.- | Bid10:00:39 PM | Ask10:00:39 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.060EUR | - | - Bid Size: - |
- Ask Size: - |
Baidu Inc | 90.00 USD | 2024-07-26 | Call |
Master data
| WKN: | JT3BRW |
|---|---|
| Issuer: | J.P. Morgan Securities Ltd. |
| Currency: | EUR |
| Underlying: | Baidu Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 90.00 USD |
| Maturity: | 2024-07-26 |
| Issue date: | 2024-06-28 |
| Last trading day: | 2024-07-25 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 54.59 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.02 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 1.17 |
| Historic volatility: | 0.33 |
| Parity: | -0.12 |
| Time value: | 0.15 |
| Break-even: | 84.54 |
| Moneyness: | 0.99 |
| Premium: | 0.03 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.04 |
| Spread %: | 36.36% |
| Delta: | 0.42 |
| Theta: | -0.99 |
| Omega: | 23.07 |
| Rho: | 0.00 |
Quote data
| Open: | 0.060 |
|---|---|
| High: | 0.060 |
| Low: | 0.060 |
| Previous Close: | 0.200 |
| Turnover: | 0.000 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -81.25% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.340 | 0.060 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.234 | |
| 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: | - |
