JP Morgan Call 15 VFC 21.06.2024
/ DE000JB5JF78
JP Morgan Call 15 VFC 21.06.2024/ DE000JB5JF78 /
| 2024-05-17 10:15:31 AM |
Chg.+0.007 |
Bid1:34:08 PM |
Ask1:34:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.046EUR |
+17.95% |
0.046
Bid Size: 30,000 |
0.056
Ask Size: 30,000 |
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: |
21.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.52 |
| Parity: |
-0.18 |
| Time value: |
0.06 |
| Break-even: |
14.35 |
| Moneyness: |
0.87 |
| Premium: |
0.20 |
| Premium p.a.: |
5.47 |
| Spread abs.: |
0.01 |
| Spread %: |
22.22% |
| Delta: |
0.33 |
| Theta: |
-0.02 |
| Omega: |
7.16 |
| Rho: |
0.00 |
Quote data
| Open: |
0.046 |
| High: |
0.046 |
| Low: |
0.046 |
| Previous Close: |
0.039 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.78% |
| 1 Month |
|
|
-4.17% |
| 3 Months |
|
|
-85.16% |
| YTD |
|
|
-90.61% |
| 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: |
|
0.038 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.040 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.242 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.96% |
| Volatility 6M: |
|
216.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
