JP Morgan Call 96 HEI 18.10.2024
/ DE000JT5QP38
JP Morgan Call 96 HEI 18.10.2024/ DE000JT5QP38 /
| 11/10/2024 12:28:49 |
Chg.+0.030 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+11.11% |
-
Bid Size: - |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
96.00 EUR |
18/10/2024 |
Call |
Master data
| WKN: |
JT5QP3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.00 EUR |
| Maturity: |
18/10/2024 |
| Issue date: |
29/07/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
26.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.23 |
| Parity: |
0.20 |
| Time value: |
0.17 |
| Break-even: |
99.70 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
1.81 |
| Spread abs.: |
0.08 |
| Spread %: |
27.59% |
| Delta: |
0.64 |
| Theta: |
-0.21 |
| Omega: |
16.96 |
| Rho: |
0.01 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.09% |
| 1 Month |
|
|
+76.47% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.270 |
| 1M High / 1M Low: |
0.500 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.308 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.338 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
392.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
