JP Morgan Call 285 ROK 19.07.2024
/ DE000JB7U2C4
JP Morgan Call 285 ROK 19.07.2024/ DE000JB7U2C4 /
| 2024-05-22 11:05:25 AM |
Chg.- |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Rockwell Automation ... |
285.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JB7U2C |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Rockwell Automation Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
285.00 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: |
35.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.28 |
| Parity: |
-1.31 |
| Time value: |
0.70 |
| Break-even: |
270.30 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.09 |
| Spread %: |
15.15% |
| Delta: |
0.37 |
| Theta: |
-0.11 |
| Omega: |
13.23 |
| Rho: |
0.13 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.34% |
| 1 Month |
|
|
-59.48% |
| 3 Months |
|
|
-69.00% |
| YTD |
|
|
-85.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.620 |
| 1M High / 1M Low: |
1.750 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
4.010 |
| Low (YTD): |
2024-05-22 |
0.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.704 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.090 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
