JP Morgan Call 80 ON 21.06.2024
/ DE000JB6Q7C0
JP Morgan Call 80 ON 21.06.2024/ DE000JB6Q7C0 /
| 2024-06-07 9:43:00 AM |
Chg.-0.045 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.042EUR |
-51.72% |
-
Bid Size: - |
-
Ask Size: - |
ON Semiconductor |
80.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JB6Q7C |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
97.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.41 |
| Parity: |
-0.71 |
| Time value: |
0.07 |
| Break-even: |
74.75 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
21.11 |
| Spread abs.: |
0.04 |
| Spread %: |
117.65% |
| Delta: |
0.19 |
| Theta: |
-0.07 |
| Omega: |
18.18 |
| Rho: |
0.00 |
Quote data
| Open: |
0.042 |
| High: |
0.042 |
| Low: |
0.042 |
| Previous Close: |
0.087 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.00% |
| 1 Month |
|
|
-58.00% |
| 3 Months |
|
|
-95.71% |
| YTD |
|
|
-96.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.087 |
0.040 |
| 1M High / 1M Low: |
0.210 |
0.040 |
| 6M High / 6M Low: |
1.380 |
0.040 |
| High (YTD): |
2024-01-02 |
1.080 |
| Low (YTD): |
2024-06-05 |
0.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.061 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.089 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.524 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
830.18% |
| Volatility 6M: |
|
438.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
