JP Morgan Call 140 A 17.05.2024
/ DE000JB16366
JP Morgan Call 140 A 17.05.2024/ DE000JB16366 /
| 2024-05-10 9:51:55 AM |
Chg.+0.210 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+56.76% |
-
Bid Size: - |
-
Ask Size: - |
Agilent Technologies |
140.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
JB1636 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2023-09-15 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.24 |
| Parity: |
0.91 |
| Time value: |
0.06 |
| Break-even: |
139.67 |
| Moneyness: |
1.07 |
| Premium: |
0.00 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.03 |
| Spread %: |
3.19% |
| Delta: |
0.87 |
| Theta: |
-0.16 |
| Omega: |
12.51 |
| Rho: |
0.02 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+176.19% |
| 1 Month |
|
|
-27.50% |
| 3 Months |
|
|
+3.57% |
| YTD |
|
|
-40.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.180 |
| 1M High / 1M Low: |
0.800 |
0.150 |
| 6M High / 6M Low: |
1.250 |
0.150 |
| High (YTD): |
2024-03-08 |
1.250 |
| Low (YTD): |
2024-04-19 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.344 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.324 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.617 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
592.72% |
| Volatility 6M: |
|
308.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
