JP Morgan Call 48 S92 21.06.2024
/ DE000JB6S4U7
JP Morgan Call 48 S92 21.06.2024/ DE000JB6S4U7 /
| 03/06/2024 18:29:15 |
Chg.-0.060 |
Bid19:09:12 |
Ask19:09:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
-23.08% |
0.200
Bid Size: 2,000 |
0.350
Ask Size: 2,000 |
SMA SOLAR TECHNOL.AG |
48.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
JB6S4U |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SMA SOLAR TECHNOL.AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.51 |
| Parity: |
0.02 |
| Time value: |
0.33 |
| Break-even: |
51.50 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
2.86 |
| Spread abs.: |
0.10 |
| Spread %: |
40.00% |
| Delta: |
0.55 |
| Theta: |
-0.10 |
| Omega: |
7.54 |
| Rho: |
0.01 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.200 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-53.49% |
| 1 Month |
|
|
-64.29% |
| 3 Months |
|
|
-86.67% |
| YTD |
|
|
-89.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.260 |
| 1M High / 1M Low: |
0.560 |
0.230 |
| 6M High / 6M Low: |
1.940 |
0.230 |
| High (YTD): |
02/01/2024 |
1.800 |
| Low (YTD): |
21/05/2024 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.382 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.360 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.970 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
397.80% |
| Volatility 6M: |
|
249.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
