JP Morgan Call 85 ON 21.06.2024
/ DE000JB3Z539
JP Morgan Call 85 ON 21.06.2024/ DE000JB3Z539 /
2024-05-31 12:21:42 PM |
Chg.-0.003 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.018EUR |
-14.29% |
- Bid Size: - |
- Ask Size: - |
ON Semiconductor |
85.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
JB3Z53 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
ON Semiconductor |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-10-25 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
88.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.60 |
Historic volatility: |
0.40 |
Parity: |
-1.10 |
Time value: |
0.08 |
Break-even: |
79.11 |
Moneyness: |
0.86 |
Premium: |
0.18 |
Premium p.a.: |
17.99 |
Spread abs.: |
0.05 |
Spread %: |
192.31% |
Delta: |
0.16 |
Theta: |
-0.06 |
Omega: |
14.30 |
Rho: |
0.01 |
Quote data
Open: |
0.019 |
High: |
0.019 |
Low: |
0.018 |
Previous Close: |
0.021 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-41.94% |
1 Month |
|
|
-76.62% |
3 Months |
|
|
-96.54% |
YTD |
|
|
-98.27% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.030 |
0.018 |
1M High / 1M Low: |
0.088 |
0.018 |
6M High / 6M Low: |
1.130 |
0.018 |
High (YTD): |
2024-01-02 |
0.940 |
Low (YTD): |
2024-05-31 |
0.018 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.024 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.040 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.407 |
Avg. volume 6M: |
|
131.200 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
880.65% |
Volatility 6M: |
|
469.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |