JP Morgan Call 15 VFC 21.06.2024
/ DE000JB5JF78
JP Morgan Call 15 VFC 21.06.2024/ DE000JB5JF78 /
| 2024-05-20 10:05:37 AM |
Chg.-0.008 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.038EUR |
-17.39% |
-
Bid Size: - |
-
Ask Size: - |
VF Corporation |
15.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JB5JF7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
VF Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-02 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.51 |
| Parity: |
-0.21 |
| Time value: |
0.04 |
| Break-even: |
14.24 |
| Moneyness: |
0.85 |
| Premium: |
0.21 |
| Premium p.a.: |
8.06 |
| Spread abs.: |
0.01 |
| Spread %: |
26.32% |
| Delta: |
0.29 |
| Theta: |
-0.01 |
| Omega: |
7.66 |
| Rho: |
0.00 |
Quote data
| Open: |
0.038 |
| High: |
0.038 |
| Low: |
0.038 |
| Previous Close: |
0.046 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.67% |
| 1 Month |
|
|
-5.00% |
| 3 Months |
|
|
-86.43% |
| YTD |
|
|
-92.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.046 |
0.030 |
| 1M High / 1M Low: |
0.051 |
0.030 |
| 6M High / 6M Low: |
0.610 |
0.030 |
| High (YTD): |
2024-01-02 |
0.460 |
| Low (YTD): |
2024-05-13 |
0.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.040 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.039 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.240 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.36% |
| Volatility 6M: |
|
217.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
