JP Morgan Call 195 FANG 21.06.2024
/ DE000JK96JP2
JP Morgan Call 195 FANG 21.06.202.../ DE000JK96JP2 /
| 2024-05-31 11:58:07 AM |
Chg.- |
Bid10:16:42 AM |
Ask10:16:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
- |
0.880
Bid Size: 2,000 |
0.960
Ask Size: 2,000 |
Diamondback Energy I... |
195.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JK96JP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Diamondback Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-05-20 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.21 |
| Parity: |
0.39 |
| Time value: |
0.59 |
| Break-even: |
189.48 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.89 |
| Spread abs.: |
0.08 |
| Spread %: |
8.89% |
| Delta: |
0.61 |
| Theta: |
-0.21 |
| Omega: |
11.42 |
| Rho: |
0.05 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.12% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.630 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.732 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
