JP Morgan Call 530 MLM 19.07.2024
/ DE000JB8EHF6
JP Morgan Call 530 MLM 19.07.2024/ DE000JB8EHF6 /
| 2024-06-04 11:18:35 AM |
Chg.- |
Bid8:16:16 AM |
Ask8:16:16 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
- |
0.390
Bid Size: 7,500 |
-
Ask Size: - |
Martin Marietta Mate... |
530.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JB8EHF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Martin Marietta Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
530.00 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: |
14.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
0.24 |
| Time value: |
0.11 |
| Break-even: |
521.97 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.72 |
| Theta: |
-0.22 |
| Omega: |
10.53 |
| Rho: |
0.40 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.89% |
| 1 Month |
|
|
-45.21% |
| 3 Months |
|
|
-55.56% |
| YTD |
|
|
+14.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.400 |
| 1M High / 1M Low: |
0.840 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-09 |
0.980 |
| Low (YTD): |
2024-01-05 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.448 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.625 |
| Avg. volume 1M: |
|
1,068.818 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
