JP Morgan Call 135 A 16.08.2024
/ DE000JB94U43
JP Morgan Call 135 A 16.08.2024/ DE000JB94U43 /
| 2024-05-23 12:17:49 PM |
Chg.-0.03 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.99EUR |
-1.49% |
-
Bid Size: - |
-
Ask Size: - |
Agilent Technologies |
135.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JB94U4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-22 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.85 |
| Intrinsic value: |
1.65 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
1.65 |
| Time value: |
0.40 |
| Break-even: |
145.21 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.07 |
| Spread %: |
3.54% |
| Delta: |
0.80 |
| Theta: |
-0.05 |
| Omega: |
5.54 |
| Rho: |
0.22 |
Quote data
| Open: |
1.99 |
| High: |
1.99 |
| Low: |
1.99 |
| Previous Close: |
2.02 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.69% |
| 1 Month |
|
|
+93.20% |
| 3 Months |
|
|
+89.52% |
| YTD |
|
|
+20.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.11 |
2.02 |
| 1M High / 1M Low: |
2.11 |
0.99 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-08 |
2.14 |
| Low (YTD): |
2024-04-19 |
0.84 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
