JP Morgan Call 191.4 FANG 21.06.2024
/ DE000JB3LX74
JP Morgan Call 191.4 FANG 21.06.2.../ DE000JB3LX74 /
| 2024-05-13 10:42:26 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.42EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Diamondback Energy I... |
191.40 - |
2024-06-21 |
Call |
Master data
| WKN: |
JB3LX7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Diamondback Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
191.40 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-05-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.05 |
| Historic volatility: |
0.21 |
| Parity: |
-0.78 |
| Time value: |
1.39 |
| Break-even: |
205.30 |
| Moneyness: |
0.96 |
| Premium: |
0.12 |
| Premium p.a.: |
8.63 |
| Spread abs.: |
0.08 |
| Spread %: |
6.11% |
| Delta: |
0.48 |
| Theta: |
-0.48 |
| Omega: |
6.32 |
| Rho: |
0.04 |
Quote data
| Open: |
1.58 |
| High: |
1.58 |
| Low: |
1.42 |
| Previous Close: |
1.58 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+8.40% |
| 3 Months |
|
|
+22.41% |
| YTD |
|
|
+136.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.69 |
1.31 |
| 6M High / 6M Low: |
2.29 |
0.26 |
| High (YTD): |
2024-04-12 |
2.29 |
| Low (YTD): |
2024-02-08 |
0.26 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.67% |
| Volatility 6M: |
|
265.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
