JP Morgan Call 510 MLM 19.07.2024
/ DE000JB8EHE9
JP Morgan Call 510 MLM 19.07.2024/ DE000JB8EHE9 /
| 2024-06-05 11:23:11 AM |
Chg.-0.020 |
Bid9:24:04 PM |
Ask9:24:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
-3.70% |
0.540
Bid Size: 75,000 |
-
Ask Size: - |
Martin Marietta Mate... |
510.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JB8EHE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Martin Marietta Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
510.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-12-14 |
| Last trading day: |
2024-07-18 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.20 |
| Parity: |
0.42 |
| Time value: |
0.06 |
| Break-even: |
516.46 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.85 |
| Theta: |
-0.16 |
| Omega: |
9.12 |
| Rho: |
0.47 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.13% |
| 1 Month |
|
|
-40.91% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
+20.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.540 |
| 1M High / 1M Low: |
1.010 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-09 |
1.140 |
| Low (YTD): |
2024-01-03 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.596 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.783 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
