JP Morgan Call 145 TGT 19.07.2024
/ DE000JB7WZ42
JP Morgan Call 145 TGT 19.07.2024/ DE000JB7WZ42 /
2024-06-10 11:19:49 AM |
Chg.0.000 |
Bid12:38:46 PM |
Ask12:38:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
0.00% |
0.450 Bid Size: 3,000 |
0.490 Ask Size: 3,000 |
Target Corp |
145.00 USD |
2024-07-19 |
Call |
Master data
WKN: |
JB7WZ4 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Target Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
145.00 USD |
Maturity: |
2024-07-19 |
Issue date: |
2023-12-14 |
Last trading day: |
2024-07-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
25.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.59 |
Intrinsic value: |
0.09 |
Implied volatility: |
0.26 |
Historic volatility: |
0.29 |
Parity: |
0.09 |
Time value: |
0.44 |
Break-even: |
139.82 |
Moneyness: |
1.01 |
Premium: |
0.03 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.05 |
Spread %: |
10.42% |
Delta: |
0.57 |
Theta: |
-0.06 |
Omega: |
14.51 |
Rho: |
0.08 |
Quote data
Open: |
0.450 |
High: |
0.450 |
Low: |
0.450 |
Previous Close: |
0.450 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-58.72% |
1 Month |
|
|
-78.77% |
3 Months |
|
|
-83.99% |
YTD |
|
|
-59.09% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.090 |
0.450 |
1M High / 1M Low: |
2.120 |
0.440 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-04-02 |
3.260 |
Low (YTD): |
2024-05-23 |
0.440 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.772 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.108 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
354.61% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |