JP Morgan Call 345 ROK 19.07.2024
/ DE000JB7SX16
JP Morgan Call 345 ROK 19.07.2024/ DE000JB7SX16 /
| 2024-05-21 4:48:20 PM |
Chg.- |
Bid9:06:34 AM |
Ask9:06:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.036EUR |
- |
0.030
Bid Size: 100 |
0.330
Ask Size: 100 |
Rockwell Automation ... |
345.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JB7SX1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Rockwell Automation Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
345.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
75.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.28 |
| Parity: |
-6.88 |
| Time value: |
0.33 |
| Break-even: |
321.16 |
| Moneyness: |
0.78 |
| Premium: |
0.29 |
| Premium p.a.: |
3.95 |
| Spread abs.: |
0.30 |
| Spread %: |
931.25% |
| Delta: |
0.14 |
| Theta: |
-0.10 |
| Omega: |
10.60 |
| Rho: |
0.05 |
Quote data
| Open: |
0.025 |
| High: |
0.036 |
| Low: |
0.025 |
| Previous Close: |
0.017 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+71.43% |
| 1 Month |
|
|
-81.05% |
| 3 Months |
|
|
-90.77% |
| YTD |
|
|
-97.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.036 |
0.017 |
| 1M High / 1M Low: |
0.260 |
0.017 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
1.540 |
| Low (YTD): |
2024-05-20 |
0.017 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.025 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.114 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
612.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
