JP Morgan Call 16 VALE 20.12.2024
/ DE000JL630E3
JP Morgan Call 16 VALE 20.12.2024/ DE000JL630E3 /
| 2024-05-28 10:18:26 AM |
Chg.- |
Bid10:11:17 AM |
Ask10:11:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.025EUR |
- |
0.022
Bid Size: 25,000 |
0.032
Ask Size: 25,000 |
Vale SA |
16.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
JL630E |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vale SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
36.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.27 |
| Parity: |
-0.46 |
| Time value: |
0.03 |
| Break-even: |
16.31 |
| Moneyness: |
0.71 |
| Premium: |
0.43 |
| Premium p.a.: |
0.89 |
| Spread abs.: |
0.01 |
| Spread %: |
47.62% |
| Delta: |
0.19 |
| Theta: |
0.00 |
| Omega: |
6.85 |
| Rho: |
0.01 |
Quote data
| Open: |
0.025 |
| High: |
0.025 |
| Low: |
0.025 |
| Previous Close: |
0.024 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.88% |
| 1 Month |
|
|
-21.88% |
| 3 Months |
|
|
-56.14% |
| YTD |
|
|
-86.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.032 |
0.024 |
| 1M High / 1M Low: |
0.037 |
0.023 |
| 6M High / 6M Low: |
0.190 |
0.023 |
| High (YTD): |
2024-01-02 |
0.180 |
| Low (YTD): |
2024-05-15 |
0.023 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.027 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.029 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.072 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.23% |
| Volatility 6M: |
|
155.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
