JP Morgan Call 24 GEN 18.10.2024
/ DE000JB86RP5
JP Morgan Call 24 GEN 18.10.2024/ DE000JB86RP5 /
| 2024-05-03 11:58:55 AM |
Chg.-0.007 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.093EUR |
-7.00% |
-
Bid Size: - |
-
Ask Size: - |
Gen Digital Inc |
24.00 USD |
2024-10-18 |
Call |
Master data
| WKN: |
JB86RP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Gen Digital Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-01-09 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.27 |
| Parity: |
-0.37 |
| Time value: |
0.10 |
| Break-even: |
23.32 |
| Moneyness: |
0.83 |
| Premium: |
0.25 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.01 |
| Spread %: |
11.11% |
| Delta: |
0.34 |
| Theta: |
-0.01 |
| Omega: |
6.11 |
| Rho: |
0.02 |
Quote data
| Open: |
0.093 |
| High: |
0.093 |
| Low: |
0.093 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.46% |
| 1 Month |
|
|
-55.71% |
| 3 Months |
|
|
-65.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.093 |
| 1M High / 1M Low: |
0.220 |
0.093 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.113 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.151 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
