JP Morgan Call 105 BIDU 21.06.2024
/ DE000JB4H2G5
JP Morgan Call 105 BIDU 21.06.202.../ DE000JB4H2G5 /
| 2024-06-10 9:52:58 AM |
Chg.-0.033 |
Bid11:31:20 AM |
Ask11:31:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.033EUR |
-50.00% |
0.033
Bid Size: 3,000 |
0.093
Ask Size: 3,000 |
Baidu Inc |
105.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JB4H2G |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Baidu Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-25 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
104.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.34 |
| Parity: |
-0.85 |
| Time value: |
0.09 |
| Break-even: |
98.26 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
26.11 |
| Spread abs.: |
0.05 |
| Spread %: |
142.86% |
| Delta: |
0.19 |
| Theta: |
-0.11 |
| Omega: |
19.75 |
| Rho: |
0.00 |
Quote data
| Open: |
0.033 |
| High: |
0.033 |
| Low: |
0.033 |
| Previous Close: |
0.066 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-65.26% |
| 1 Month |
|
|
-96.41% |
| 3 Months |
|
|
-95.00% |
| YTD |
|
|
-98.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.095 |
0.062 |
| 1M High / 1M Low: |
0.990 |
0.062 |
| 6M High / 6M Low: |
2.080 |
0.062 |
| High (YTD): |
2024-01-04 |
2.050 |
| Low (YTD): |
2024-06-05 |
0.062 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.408 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.010 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.10% |
| Volatility 6M: |
|
233.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
