JP Morgan Call 16 CAR 21.06.2024
/ DE000JL5PND9
JP Morgan Call 16 CAR 21.06.2024/ DE000JL5PND9 /
| 2024-05-27 11:23:04 AM |
Chg.+0.100 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
+40.00% |
-
Bid Size: - |
-
Ask Size: - |
CARREFOUR S.A. INH.E... |
16.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JL5PND |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CARREFOUR S.A. INH.EO 2,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
27.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
0.30 |
| Time value: |
0.29 |
| Break-even: |
16.59 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.30 |
| Spread %: |
103.45% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
17.85 |
| Rho: |
0.01 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.50% |
| 1 Month |
|
|
-7.89% |
| 3 Months |
|
|
-53.95% |
| YTD |
|
|
-77.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.250 |
| 1M High / 1M Low: |
0.850 |
0.230 |
| 6M High / 6M Low: |
2.320 |
0.230 |
| High (YTD): |
2024-01-02 |
1.700 |
| Low (YTD): |
2024-05-03 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.386 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.430 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.970 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
431.07% |
| Volatility 6M: |
|
275.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
