JP Morgan Call 120 A 21.06.2024
/ DE000JB00N52
JP Morgan Call 120 A 21.06.2024/ DE000JB00N52 /
| 2024-05-10 8:37:48 AM |
Chg.+0.25 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.47EUR |
+11.26% |
-
Bid Size: - |
-
Ask Size: - |
Agilent Technologies |
120.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JB00N5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 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: |
5.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.81 |
| Intrinsic value: |
2.76 |
| Implied volatility: |
- |
| Historic volatility: |
0.24 |
| Parity: |
2.76 |
| Time value: |
-0.29 |
| Break-even: |
136.10 |
| Moneyness: |
1.25 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.17 |
| Spread abs.: |
-0.39 |
| Spread %: |
-13.64% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.47 |
| High: |
2.47 |
| Low: |
2.47 |
| Previous Close: |
2.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.09% |
| 1 Month |
|
|
-3.14% |
| 3 Months |
|
|
+36.46% |
| YTD |
|
|
+5.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.47 |
1.85 |
| 1M High / 1M Low: |
2.55 |
1.45 |
| 6M High / 6M Low: |
2.95 |
0.62 |
| High (YTD): |
2024-03-08 |
2.95 |
| Low (YTD): |
2024-01-17 |
1.43 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.96 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.28% |
| Volatility 6M: |
|
143.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
