JP Morgan Call 70 ON 21.06.2024
/ DE000JB6P2J7
JP Morgan Call 70 ON 21.06.2024/ DE000JB6P2J7 /
| 07/06/2024 09:42:51 |
Chg.-0.160 |
Bid19:51:40 |
Ask19:51:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-30.77% |
0.320
Bid Size: 100,000 |
0.330
Ask Size: 100,000 |
ON Semiconductor |
70.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
JB6P2J |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
01/11/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.40 |
| Parity: |
0.22 |
| Time value: |
0.18 |
| Break-even: |
68.27 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.97 |
| Spread abs.: |
0.03 |
| Spread %: |
8.11% |
| Delta: |
0.66 |
| Theta: |
-0.09 |
| Omega: |
10.90 |
| Rho: |
0.02 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.70% |
| 1 Month |
|
|
-2.70% |
| 3 Months |
|
|
-69.75% |
| YTD |
|
|
-80.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.340 |
| 1M High / 1M Low: |
0.750 |
0.290 |
| 6M High / 6M Low: |
1.980 |
0.200 |
| High (YTD): |
02/01/2024 |
1.630 |
| Low (YTD): |
23/04/2024 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.420 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.452 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.959 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
412.98% |
| Volatility 6M: |
|
270.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
