JP Morgan Call 75 ON 21.06.2024
/ DE000JB6QTB8
JP Morgan Call 75 ON 21.06.2024/ DE000JB6QTB8 /
| 2024-06-07 9:43:10 AM |
Chg.-0.100 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
-41.67% |
-
Bid Size: - |
-
Ask Size: - |
ON Semiconductor |
75.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JB6QTB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 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: |
45.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.41 |
| Parity: |
-0.25 |
| Time value: |
0.15 |
| Break-even: |
70.92 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
4.04 |
| Spread abs.: |
0.03 |
| Spread %: |
23.08% |
| Delta: |
0.37 |
| Theta: |
-0.09 |
| Omega: |
16.64 |
| Rho: |
0.01 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
-36.36% |
| 3 Months |
|
|
-88.80% |
| YTD |
|
|
-91.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.130 |
| 1M High / 1M Low: |
0.420 |
0.120 |
| 6M High / 6M Low: |
1.670 |
0.120 |
| High (YTD): |
2024-01-02 |
1.340 |
| Low (YTD): |
2024-05-30 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.178 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.215 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.709 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
606.44% |
| Volatility 6M: |
|
343.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
