JP Morgan Call 140 TGT 19.07.2024
/ DE000JB50NW6
JP Morgan Call 140 TGT 19.07.2024/ DE000JB50NW6 /
| 2024-06-07 11:11:36 AM |
Chg.-0.130 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-14.77% |
-
Bid Size: - |
-
Ask Size: - |
Target Corp |
140.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JB50NW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Target Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.29 |
| Parity: |
0.56 |
| Time value: |
0.30 |
| Break-even: |
138.21 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.06 |
| Spread %: |
7.50% |
| Delta: |
0.70 |
| Theta: |
-0.06 |
| Omega: |
11.06 |
| Rho: |
0.10 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.750 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-53.42% |
| 1 Month |
|
|
-69.64% |
| 3 Months |
|
|
-76.56% |
| YTD |
|
|
-44.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.610 |
0.750 |
| 1M High / 1M Low: |
2.470 |
0.700 |
| 6M High / 6M Low: |
3.680 |
0.700 |
| High (YTD): |
2024-04-02 |
3.680 |
| Low (YTD): |
2024-05-23 |
0.700 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.152 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.457 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.886 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
315.52% |
| Volatility 6M: |
|
204.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
