JP Morgan Call 95 BMW 16.08.2024
/ DE000JT06EX7
JP Morgan Call 95 BMW 16.08.2024/ DE000JT06EX7 /
| 2024-07-23 9:44:15 AM |
Chg.-0.021 |
Bid5:13:14 PM |
Ask5:13:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.079EUR |
-21.00% |
0.080
Bid Size: 150,000 |
0.090
Ask Size: 150,000 |
BAY.MOTOREN WERKE AG... |
95.00 EUR |
2024-08-16 |
Call |
Master data
| WKN: |
JT06EX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BAY.MOTOREN WERKE AG ST |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-22 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
69.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.22 |
| Parity: |
-0.41 |
| Time value: |
0.13 |
| Break-even: |
96.30 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
1.40 |
| Spread abs.: |
0.02 |
| Spread %: |
18.18% |
| Delta: |
0.31 |
| Theta: |
-0.05 |
| Omega: |
21.39 |
| Rho: |
0.02 |
Quote data
| Open: |
0.079 |
| High: |
0.079 |
| Low: |
0.079 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.67% |
| 1 Month |
|
|
-14.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.051 |
| 1M High / 1M Low: |
0.150 |
0.051 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.083 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.093 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
667.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
