JP Morgan Call 60 AAP 21.06.2024
/ DE000JB2TVP7
JP Morgan Call 60 AAP 21.06.2024/ DE000JB2TVP7 /
| 2024-06-06 9:55:07 AM |
Chg.-0.030 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-5.26% |
-
Bid Size: - |
-
Ask Size: - |
Advance Auto Parts |
60.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JB2TVP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.38 |
| Parity: |
0.48 |
| Time value: |
0.10 |
| Break-even: |
60.98 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.03 |
| Spread %: |
5.45% |
| Delta: |
0.79 |
| Theta: |
-0.07 |
| Omega: |
8.17 |
| Rho: |
0.02 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.540 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.46% |
| 1 Month |
|
|
-67.47% |
| 3 Months |
|
|
-64.24% |
| YTD |
|
|
-46.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.390 |
| 1M High / 1M Low: |
1.660 |
0.390 |
| 6M High / 6M Low: |
2.620 |
0.390 |
| High (YTD): |
2024-03-22 |
2.620 |
| Low (YTD): |
2024-05-30 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.712 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.211 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.344 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
486.93% |
| Volatility 6M: |
|
231.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
