JP Morgan Call 56 CCC3 21.06.2024
/ DE000JB2HTJ9
JP Morgan Call 56 CCC3 21.06.2024/ DE000JB2HTJ9 /
| 2024-05-20 10:05:45 AM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
COCA-COLA CO. D... |
56.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JB2HTJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
COCA-COLA CO. DL-,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
1.05 |
| Historic volatility: |
0.12 |
| Parity: |
0.20 |
| Time value: |
0.47 |
| Break-even: |
62.70 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
3.14 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.61 |
| Theta: |
-0.14 |
| Omega: |
5.27 |
| Rho: |
0.02 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+15.52% |
| 3 Months |
|
|
+45.65% |
| YTD |
|
|
+52.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.730 |
0.590 |
| 6M High / 6M Low: |
0.730 |
0.300 |
| High (YTD): |
2024-05-14 |
0.730 |
| Low (YTD): |
2024-04-17 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.658 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.490 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.70% |
| Volatility 6M: |
|
105.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
