JP Morgan Call 150 A 17.05.2024
/ DE000JB1UGJ1
JP Morgan Call 150 A 17.05.2024/ DE000JB1UGJ1 /
| 2024-05-10 8:59:55 AM |
Chg.+0.032 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.062EUR |
+106.67% |
-
Bid Size: - |
-
Ask Size: - |
Agilent Technologies |
150.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
JB1UGJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2023-09-19 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
53.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
-0.02 |
| Time value: |
0.26 |
| Break-even: |
141.85 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
2.40 |
| Spread abs.: |
0.06 |
| Spread %: |
30.00% |
| Delta: |
0.50 |
| Theta: |
-0.23 |
| Omega: |
26.82 |
| Rho: |
0.01 |
Quote data
| Open: |
0.062 |
| High: |
0.062 |
| Low: |
0.062 |
| Previous Close: |
0.030 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+169.57% |
| 1 Month |
|
|
-78.62% |
| 3 Months |
|
|
-77.86% |
| YTD |
|
|
-88.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.062 |
0.016 |
| 1M High / 1M Low: |
0.290 |
0.016 |
| 6M High / 6M Low: |
0.670 |
0.016 |
| High (YTD): |
2024-03-08 |
0.670 |
| Low (YTD): |
2024-05-06 |
0.016 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.033 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.063 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.295 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
903.20% |
| Volatility 6M: |
|
430.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
