JP Morgan Call 540 MLM 19.07.2024
/ DE000JB7JDU5
JP Morgan Call 540 MLM 19.07.2024/ DE000JB7JDU5 /
| 2024-06-05 12:29:30 PM |
Chg.-0.010 |
Bid9:19:16 PM |
Ask9:19:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-2.94% |
0.330
Bid Size: 100,000 |
-
Ask Size: - |
Martin Marietta Mate... |
540.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JB7JDU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Martin Marietta Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-07-18 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
0.15 |
| Time value: |
0.15 |
| Break-even: |
525.65 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.65 |
| Theta: |
-0.24 |
| Omega: |
11.28 |
| Rho: |
0.36 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.50% |
| 1 Month |
|
|
-51.47% |
| 3 Months |
|
|
-62.92% |
| YTD |
|
|
+6.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.340 |
| 1M High / 1M Low: |
0.760 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-09 |
0.920 |
| Low (YTD): |
2024-01-03 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.552 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
