JP Morgan Call 11 BE 17.05.2024
/ DE000JB46MW6
JP Morgan Call 11 BE 17.05.2024/ DE000JB46MW6 /
2024-04-30 10:59:09 AM |
Chg.+0.013 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
+13.40% |
- Bid Size: - |
- Ask Size: - |
Bloom Energy Corpora... |
11.00 USD |
2024-05-17 |
Call |
Master data
WKN: |
JB46MW |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Bloom Energy Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
11.00 USD |
Maturity: |
2024-05-17 |
Issue date: |
2023-10-09 |
Last trading day: |
2024-05-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.01 |
Implied volatility: |
1.54 |
Historic volatility: |
0.59 |
Parity: |
0.01 |
Time value: |
0.13 |
Break-even: |
11.71 |
Moneyness: |
1.01 |
Premium: |
0.12 |
Premium p.a.: |
12.96 |
Spread abs.: |
0.02 |
Spread %: |
16.67% |
Delta: |
0.58 |
Theta: |
-0.04 |
Omega: |
4.33 |
Rho: |
0.00 |
Quote data
Open: |
0.110 |
High: |
0.110 |
Low: |
0.110 |
Previous Close: |
0.097 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+69.23% |
1 Month |
|
|
-31.25% |
3 Months |
|
|
-56.00% |
YTD |
|
|
-78.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.055 |
1M High / 1M Low: |
0.230 |
0.050 |
6M High / 6M Low: |
0.550 |
0.050 |
High (YTD): |
2024-01-02 |
0.470 |
Low (YTD): |
2024-04-23 |
0.050 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.077 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.125 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.247 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
364.81% |
Volatility 6M: |
|
259.05% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |