JP Morgan Call 16 FR 20.12.2024
/ DE000JB5AY66
JP Morgan Call 16 FR 20.12.2024/ DE000JB5AY66 /
| 2024-06-07 9:27:08 AM |
Chg.-0.003 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.019EUR |
-13.64% |
-
Bid Size: - |
-
Ask Size: - |
Valeo SA |
16.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
JB5AY6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Valeo SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.37 |
| Parity: |
-0.52 |
| Time value: |
0.07 |
| Break-even: |
16.68 |
| Moneyness: |
0.68 |
| Premium: |
0.54 |
| Premium p.a.: |
1.26 |
| Spread abs.: |
0.05 |
| Spread %: |
277.78% |
| Delta: |
0.28 |
| Theta: |
0.00 |
| Omega: |
4.41 |
| Rho: |
0.01 |
Quote data
| Open: |
0.019 |
| High: |
0.019 |
| Low: |
0.019 |
| Previous Close: |
0.022 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.92% |
| 1 Month |
|
|
-56.82% |
| 3 Months |
|
|
-52.50% |
| YTD |
|
|
-87.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.029 |
0.019 |
| 1M High / 1M Low: |
0.063 |
0.019 |
| 6M High / 6M Low: |
0.180 |
0.019 |
| High (YTD): |
2024-01-02 |
0.160 |
| Low (YTD): |
2024-06-07 |
0.019 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.024 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.036 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.067 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.90% |
| Volatility 6M: |
|
212.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
