JP Morgan Call 205 WM 19.07.2024
/ DE000JB8Y2A3
JP Morgan Call 205 WM 19.07.2024/ DE000JB8Y2A3 /
| 2024-05-09 11:09:28 AM |
Chg.-0.090 |
Bid5:06:39 PM |
Ask5:06:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-9.18% |
0.900
Bid Size: 50,000 |
0.920
Ask Size: 50,000 |
Waste Management |
205.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JB8Y2A |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waste Management |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
205.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-12-14 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.14 |
| Parity: |
0.47 |
| Time value: |
0.52 |
| Break-even: |
200.65 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.08 |
| Spread %: |
8.79% |
| Delta: |
0.66 |
| Theta: |
-0.05 |
| Omega: |
13.09 |
| Rho: |
0.23 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.980 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.49% |
| 1 Month |
|
|
-7.29% |
| 3 Months |
|
|
+140.54% |
| YTD |
|
|
+456.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.830 |
| 1M High / 1M Low: |
1.300 |
0.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-28 |
1.440 |
| Low (YTD): |
2024-01-10 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.912 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.978 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
