JP Morgan Call 17 FR 20.09.2024
/ DE000JB8DXC2
JP Morgan Call 17 FR 20.09.2024/ DE000JB8DXC2 /
2024-06-07 11:53:31 AM |
Chg.0.000 |
Bid5:36:12 PM |
Ask5:36:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.003EUR |
0.00% |
0.003 Bid Size: 10,000 |
0.033 Ask Size: 10,000 |
Valeo SA |
17.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
JB8DXC |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Valeo SA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
17.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-12-11 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
25.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.76 |
Historic volatility: |
0.38 |
Parity: |
-0.60 |
Time value: |
0.04 |
Break-even: |
17.43 |
Moneyness: |
0.65 |
Premium: |
0.58 |
Premium p.a.: |
3.94 |
Spread abs.: |
0.04 |
Spread %: |
1,333.33% |
Delta: |
0.20 |
Theta: |
-0.01 |
Omega: |
5.21 |
Rho: |
0.01 |
Quote data
Open: |
0.003 |
High: |
0.003 |
Low: |
0.003 |
Previous Close: |
0.003 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-25.00% |
1 Month |
|
|
-76.92% |
3 Months |
|
|
-83.33% |
YTD |
|
|
-96.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.005 |
0.003 |
1M High / 1M Low: |
0.016 |
0.003 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-02 |
0.092 |
Low (YTD): |
2024-06-06 |
0.003 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.004 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.008 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
316.69% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |