JP Morgan Call 390 DCO 20.09.2024
/ DE000JB116K2
JP Morgan Call 390 DCO 20.09.2024/ DE000JB116K2 /
| 2024-04-26 10:28:17 AM |
Chg.- |
Bid8:13:44 AM |
Ask8:13:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
- |
0.310
Bid Size: 25,000 |
0.320
Ask Size: 25,000 |
DEERE CO. ... |
390.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
JB116K |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
DEERE CO. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.21 |
| Parity: |
-0.23 |
| Time value: |
0.31 |
| Break-even: |
421.00 |
| Moneyness: |
0.94 |
| Premium: |
0.15 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
0.48 |
| Theta: |
-0.15 |
| Omega: |
5.73 |
| Rho: |
0.58 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.51% |
| 1 Month |
|
|
-21.95% |
| 3 Months |
|
|
-23.81% |
| YTD |
|
|
-31.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.320 |
| 1M High / 1M Low: |
0.440 |
0.320 |
| 6M High / 6M Low: |
0.470 |
0.190 |
| High (YTD): |
2024-01-02 |
0.470 |
| Low (YTD): |
2024-03-05 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.338 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.376 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.347 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.70% |
| Volatility 6M: |
|
117.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
