JP Morgan Call 160 A 16.08.2024
/ DE000JB8BYG5
JP Morgan Call 160 A 16.08.2024/ DE000JB8BYG5 /
2024-06-07 12:47:07 PM |
Chg.-0.008 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.029EUR |
-21.62% |
- Bid Size: - |
- Ask Size: - |
Agilent Technologies |
160.00 USD |
2024-08-16 |
Call |
Master data
WKN: |
JB8BYG |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Agilent Technologies |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 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: |
102.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.25 |
Parity: |
-2.50 |
Time value: |
0.12 |
Break-even: |
148.09 |
Moneyness: |
0.83 |
Premium: |
0.21 |
Premium p.a.: |
1.75 |
Spread abs.: |
0.09 |
Spread %: |
333.33% |
Delta: |
0.14 |
Theta: |
-0.03 |
Omega: |
13.86 |
Rho: |
0.03 |
Quote data
Open: |
0.029 |
High: |
0.029 |
Low: |
0.029 |
Previous Close: |
0.037 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-25.64% |
1 Month |
|
|
-88.40% |
3 Months |
|
|
-95.47% |
YTD |
|
|
-95.40% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.039 |
0.022 |
1M High / 1M Low: |
0.630 |
0.022 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-03-08 |
0.770 |
Low (YTD): |
2024-06-05 |
0.022 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.031 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.340 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
479.04% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |