JP Morgan Call 150 A 16.08.2024
/ DE000JB8BYE0
JP Morgan Call 150 A 16.08.2024/ DE000JB8BYE0 /
| 2024-06-05 12:30:19 PM |
Chg.-0.017 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.070EUR |
-19.54% |
-
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: |
81.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
-1.76 |
| Time value: |
0.15 |
| Break-even: |
139.32 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
1.11 |
| Spread abs.: |
0.08 |
| Spread %: |
105.13% |
| Delta: |
0.18 |
| Theta: |
-0.03 |
| Omega: |
14.79 |
| Rho: |
0.04 |
Quote data
| Open: |
0.070 |
| High: |
0.070 |
| Low: |
0.070 |
| Previous Close: |
0.087 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-89.55% |
| 1 Month |
|
|
-84.09% |
| 3 Months |
|
|
-92.71% |
| YTD |
|
|
-92.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.087 |
| 1M High / 1M Low: |
1.110 |
0.087 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-08 |
1.210 |
| Low (YTD): |
2024-06-04 |
0.087 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.225 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.691 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
377.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
