JP Morgan Call 190 TXN 18.10.2024
/ DE000JB49U15
JP Morgan Call 190 TXN 18.10.2024/ DE000JB49U15 /
| 2024-06-07 10:49:38 AM |
Chg.0.00 |
Bid5:23:31 PM |
Ask5:23:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.57EUR |
0.00% |
1.57
Bid Size: 25,000 |
1.60
Ask Size: 25,000 |
Texas Instruments In... |
190.00 USD |
2024-10-18 |
Call |
Master data
| WKN: |
JB49U1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Texas Instruments Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 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: |
10.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
0.57 |
| Time value: |
1.07 |
| Break-even: |
190.84 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.10 |
| Spread %: |
6.49% |
| Delta: |
0.64 |
| Theta: |
-0.05 |
| Omega: |
7.01 |
| Rho: |
0.36 |
Quote data
| Open: |
1.57 |
| High: |
1.57 |
| Low: |
1.57 |
| Previous Close: |
1.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.64% |
| 1 Month |
|
|
+84.71% |
| 3 Months |
|
|
+109.33% |
| YTD |
|
|
+57.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.59 |
1.40 |
| 1M High / 1M Low: |
2.08 |
0.85 |
| 6M High / 6M Low: |
2.08 |
0.37 |
| High (YTD): |
2024-05-23 |
2.08 |
| Low (YTD): |
2024-04-22 |
0.37 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.24% |
| Volatility 6M: |
|
225.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
