JP Morgan Call 170 TXN 18.10.2024
/ DE000JB49TX3
JP Morgan Call 170 TXN 18.10.2024/ DE000JB49TX3 /
| 2024-05-31 10:33:38 AM |
Chg.+0.14 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.87EUR |
+5.13% |
-
Bid Size: - |
-
Ask Size: - |
Texas Instruments In... |
170.00 USD |
2024-10-18 |
Call |
Master data
| WKN: |
JB49TX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Texas Instruments Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2023-10-19 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.67 |
| Intrinsic value: |
2.31 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.22 |
| Parity: |
2.31 |
| Time value: |
0.59 |
| Break-even: |
185.70 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.10 |
| Spread %: |
3.57% |
| Delta: |
0.82 |
| Theta: |
-0.04 |
| Omega: |
5.06 |
| Rho: |
0.45 |
Quote data
| Open: |
2.87 |
| High: |
2.87 |
| Low: |
2.87 |
| Previous Close: |
2.73 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.18% |
| 1 Month |
|
|
+63.07% |
| 3 Months |
|
|
+102.11% |
| YTD |
|
|
+59.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.16 |
2.73 |
| 1M High / 1M Low: |
3.53 |
1.54 |
| 6M High / 6M Low: |
3.53 |
0.91 |
| High (YTD): |
2024-05-23 |
3.53 |
| Low (YTD): |
2024-04-22 |
0.91 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.58% |
| Volatility 6M: |
|
169.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
