JP Morgan Call 98 HEI 20.09.2024
/ DE000JB88RP1
JP Morgan Call 98 HEI 20.09.2024/ DE000JB88RP1 /
| 09/08/2024 10:22:50 |
Chg.+0.003 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.063EUR |
+5.00% |
-
Bid Size: - |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
98.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
JB88RP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
98.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
11/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
95.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
-0.98 |
| Time value: |
0.09 |
| Break-even: |
98.92 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
1.72 |
| Spread abs.: |
0.03 |
| Spread %: |
48.39% |
| Delta: |
0.19 |
| Theta: |
-0.03 |
| Omega: |
17.85 |
| Rho: |
0.02 |
Quote data
| Open: |
0.063 |
| High: |
0.063 |
| Low: |
0.063 |
| Previous Close: |
0.060 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-58.00% |
| 1 Month |
|
|
-90.16% |
| 3 Months |
|
|
-88.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.060 |
| 1M High / 1M Low: |
0.770 |
0.060 |
| 6M High / 6M Low: |
0.960 |
0.060 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.089 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.473 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.514 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
314.43% |
| Volatility 6M: |
|
239.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
