JP Morgan Call 215 SND 21.06.2024
/ DE000JB9H9J9
JP Morgan Call 215 SND 21.06.2024/ DE000JB9H9J9 /
| 2024-04-30 8:29:16 AM |
Chg.-0.140 |
Bid5:47:23 PM |
Ask5:47:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-14.89% |
0.720
Bid Size: 3,000 |
0.920
Ask Size: 3,000 |
SCHNEIDER ELEC. INH.... |
215.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
JB9H9J |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
215.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
0.11 |
| Time value: |
1.01 |
| Break-even: |
226.10 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.30 |
| Spread %: |
37.04% |
| Delta: |
0.56 |
| Theta: |
-0.11 |
| Omega: |
10.87 |
| Rho: |
0.16 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.940 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.35% |
| 1 Month |
|
|
+19.40% |
| 3 Months |
|
|
+370.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.570 |
| 1M High / 1M Low: |
0.940 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.762 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.651 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
302.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
