JP Morgan Call 65 ON 21.06.2024
/ DE000JB6Q7L1
JP Morgan Call 65 ON 21.06.2024/ DE000JB6Q7L1 /
| 2024-05-17 9:25:34 AM |
Chg.-0.150 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-15.31% |
-
Bid Size: - |
-
Ask Size: - |
ON Semiconductor |
65.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JB6Q7L |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-01 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.40 |
| Parity: |
0.74 |
| Time value: |
0.12 |
| Break-even: |
68.41 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
3.61% |
| Delta: |
0.82 |
| Theta: |
-0.04 |
| Omega: |
6.39 |
| Rho: |
0.04 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.16% |
| 1 Month |
|
|
+53.70% |
| 3 Months |
|
|
-54.14% |
| YTD |
|
|
-62.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.660 |
| 1M High / 1M Low: |
0.980 |
0.340 |
| 6M High / 6M Low: |
2.320 |
0.340 |
| High (YTD): |
2024-01-02 |
1.960 |
| Low (YTD): |
2024-04-23 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.804 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.645 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.313 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
281.99% |
| Volatility 6M: |
|
194.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
