JP Morgan Call 150 A 16.08.2024
/ DE000JB8BYE0
JP Morgan Call 150 A 16.08.2024/ DE000JB8BYE0 /
| 2024-05-28 10:30:52 AM |
Chg.-0.010 |
Bid11:39:18 AM |
Ask11:39:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-1.20% |
0.820
Bid Size: 3,000 |
0.880
Ask Size: 3,000 |
Agilent Technologies |
150.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JB8BYE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
0.06 |
| Time value: |
0.78 |
| Break-even: |
146.48 |
| Moneyness: |
1.00 |
| Premium: |
0.06 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.08 |
| Spread %: |
10.98% |
| Delta: |
0.56 |
| Theta: |
-0.05 |
| Omega: |
9.34 |
| Rho: |
0.15 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.830 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.81% |
| 1 Month |
|
|
+110.26% |
| 3 Months |
|
|
+20.59% |
| YTD |
|
|
-14.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.830 |
| 1M High / 1M Low: |
1.110 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-08 |
1.210 |
| Low (YTD): |
2024-04-19 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.942 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.750 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
