JP Morgan Call 57.5 C 21.06.2024
/ DE000JB7TA46
JP Morgan Call 57.5 C 21.06.2024/ DE000JB7TA46 /
| 2024-06-11 4:09:24 PM |
Chg.- |
Bid9:04:41 AM |
Ask9:04:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
- |
0.200
Bid Size: 15,000 |
0.210
Ask Size: 15,000 |
Citigroup Inc |
57.50 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JB7TA4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Citigroup Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
57.50 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
0.15 |
| Time value: |
0.04 |
| Break-even: |
55.49 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.01 |
| Spread %: |
5.00% |
| Delta: |
0.75 |
| Theta: |
-0.05 |
| Omega: |
21.08 |
| Rho: |
0.01 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.240 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.84% |
| 1 Month |
|
|
-61.29% |
| 3 Months |
|
|
-22.58% |
| YTD |
|
|
+71.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.240 |
| 1M High / 1M Low: |
0.700 |
0.240 |
| 6M High / 6M Low: |
0.700 |
0.077 |
| High (YTD): |
2024-05-22 |
0.700 |
| Low (YTD): |
2024-01-19 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.374 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.531 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.330 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.32% |
| Volatility 6M: |
|
265.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
