JP Morgan Call 150 A 16.08.2024
/ DE000JB8BYE0
JP Morgan Call 150 A 16.08.2024/ DE000JB8BYE0 /
| 2024-05-24 11:50:48 AM |
Chg.-0.130 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
-13.13% |
-
Bid Size: - |
-
Ask Size: - |
Agilent Technologies |
150.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JB8BYE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 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: |
15.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
0.06 |
| Time value: |
0.84 |
| Break-even: |
147.29 |
| Moneyness: |
1.00 |
| Premium: |
0.06 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.06 |
| Spread %: |
7.14% |
| Delta: |
0.56 |
| Theta: |
-0.06 |
| Omega: |
8.71 |
| Rho: |
0.16 |
Quote data
| Open: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.37% |
| 1 Month |
|
|
+120.51% |
| 3 Months |
|
|
+86.96% |
| YTD |
|
|
-10.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.860 |
| 1M High / 1M Low: |
1.110 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-08 |
1.210 |
| Low (YTD): |
2024-04-19 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.992 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.746 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
