JP Morgan Call 75 ON 20.09.2024
/ DE000JB9AUY6
JP Morgan Call 75 ON 20.09.2024/ DE000JB9AUY6 /
| 2024-06-06 10:44:13 AM |
Chg.- |
Bid10:27:21 AM |
Ask10:27:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
- |
0.590
Bid Size: 7,500 |
0.620
Ask Size: 7,500 |
ON Semiconductor |
75.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JB9AUY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.40 |
| Parity: |
-0.23 |
| Time value: |
0.55 |
| Break-even: |
74.37 |
| Moneyness: |
0.97 |
| Premium: |
0.12 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.03 |
| Spread %: |
5.26% |
| Delta: |
0.51 |
| Theta: |
-0.03 |
| Omega: |
6.11 |
| Rho: |
0.08 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
+29.63% |
| 3 Months |
|
|
-39.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.550 |
| 1M High / 1M Low: |
0.830 |
0.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.608 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.615 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
