JP Morgan Call 70 AIG 17.05.2024
/ DE000JB2VH40
JP Morgan Call 70 AIG 17.05.2024/ DE000JB2VH40 /
| 2024-05-03 10:03:44 AM |
Chg.+0.090 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+12.68% |
-
Bid Size: - |
-
Ask Size: - |
American Internation... |
70.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
JB2VH4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American International Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2023-09-15 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
- |
| Historic volatility: |
0.18 |
| Parity: |
0.79 |
| Time value: |
-0.20 |
| Break-even: |
70.90 |
| Moneyness: |
1.12 |
| Premium: |
-0.03 |
| Premium p.a.: |
-0.55 |
| Spread abs.: |
-0.17 |
| Spread %: |
-22.22% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.15% |
| 1 Month |
|
|
+6.67% |
| 3 Months |
|
|
+135.29% |
| YTD |
|
|
+175.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.520 |
| 1M High / 1M Low: |
0.800 |
0.410 |
| 6M High / 6M Low: |
0.870 |
0.180 |
| High (YTD): |
2024-03-28 |
0.870 |
| Low (YTD): |
2024-02-21 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.657 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.583 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.396 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.49% |
| Volatility 6M: |
|
185.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
