JP Morgan Call 15 BE 16.08.2024
/ DE000JB8ULP3
JP Morgan Call 15 BE 16.08.2024/ DE000JB8ULP3 /
| 2024-06-11 2:11:50 PM |
Chg.+0.020 |
Bid3:55:18 PM |
Ask3:55:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
+11.11% |
0.170
Bid Size: 75,000 |
0.190
Ask Size: 75,000 |
Bloom Energy Corpora... |
15.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JB8ULP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Bloom Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.60 |
| Parity: |
0.01 |
| Time value: |
0.23 |
| Break-even: |
16.34 |
| Moneyness: |
1.01 |
| Premium: |
0.16 |
| Premium p.a.: |
1.30 |
| Spread abs.: |
0.03 |
| Spread %: |
14.29% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
3.49 |
| Rho: |
0.01 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
+66.67% |
| 3 Months |
|
|
+81.82% |
| YTD |
|
|
-47.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.180 |
| 1M High / 1M Low: |
0.340 |
0.076 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
0.360 |
| Low (YTD): |
2024-04-23 |
0.053 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.217 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
382.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
