JP Morgan Call 100 ON 20.09.2024
/ DE000JB9ZJP4
JP Morgan Call 100 ON 20.09.2024/ DE000JB9ZJP4 /
| 2024-05-31 12:20:46 PM |
Chg.-0.002 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.085EUR |
-2.30% |
-
Bid Size: - |
-
Ask Size: - |
ON Semiconductor |
100.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JB9ZJP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
44.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.40 |
| Parity: |
-2.49 |
| Time value: |
0.15 |
| Break-even: |
93.68 |
| Moneyness: |
0.73 |
| Premium: |
0.39 |
| Premium p.a.: |
1.96 |
| Spread abs.: |
0.05 |
| Spread %: |
53.06% |
| Delta: |
0.17 |
| Theta: |
-0.02 |
| Omega: |
7.63 |
| Rho: |
0.03 |
Quote data
| Open: |
0.088 |
| High: |
0.088 |
| Low: |
0.085 |
| Previous Close: |
0.087 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.66% |
| 1 Month |
|
|
-29.17% |
| 3 Months |
|
|
-80.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.085 |
| 1M High / 1M Low: |
0.150 |
0.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.091 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.097 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
366.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
