JP Morgan Call 70 W 21.06.2024
/ DE000JB03UJ7
JP Morgan Call 70 W 21.06.2024/ DE000JB03UJ7 /
| 2024-06-07 8:40:43 AM |
Chg.+0.014 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.052EUR |
+36.84% |
-
Bid Size: - |
-
Ask Size: - |
Wayfair Inc |
70.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JB03UJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Wayfair Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-22 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
67.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.61 |
| Parity: |
-0.97 |
| Time value: |
0.08 |
| Break-even: |
65.08 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
97.49 |
| Spread abs.: |
0.03 |
| Spread %: |
58.82% |
| Delta: |
0.18 |
| Theta: |
-0.08 |
| Omega: |
12.17 |
| Rho: |
0.00 |
Quote data
| Open: |
0.052 |
| High: |
0.052 |
| Low: |
0.052 |
| Previous Close: |
0.038 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.71% |
| 1 Month |
|
|
-90.37% |
| 3 Months |
|
|
-92.00% |
| YTD |
|
|
-95.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.073 |
0.023 |
| 1M High / 1M Low: |
0.800 |
0.023 |
| 6M High / 6M Low: |
1.420 |
0.023 |
| High (YTD): |
2024-01-02 |
0.930 |
| Low (YTD): |
2024-06-05 |
0.023 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.049 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.315 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.567 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
453.66% |
| Volatility 6M: |
|
320.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
