JP Morgan Call 88 P911 21.06.2024
/ DE000JB2GTD4
JP Morgan Call 88 P911 21.06.2024/ DE000JB2GTD4 /
| 2024-05-31 10:57:40 AM |
Chg.+0.003 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.008EUR |
+60.00% |
-
Bid Size: - |
-
Ask Size: - |
PORSCHE AG VZ |
88.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
JB2GTD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
PORSCHE AG VZ |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-29 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
210.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.27 |
| Parity: |
-1.21 |
| Time value: |
0.04 |
| Break-even: |
88.36 |
| Moneyness: |
0.86 |
| Premium: |
0.16 |
| Premium p.a.: |
15.02 |
| Spread abs.: |
0.02 |
| Spread %: |
125.00% |
| Delta: |
0.10 |
| Theta: |
-0.04 |
| Omega: |
20.54 |
| Rho: |
0.00 |
Quote data
| Open: |
0.008 |
| High: |
0.008 |
| Low: |
0.008 |
| Previous Close: |
0.005 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-96.00% |
| 3 Months |
|
|
-98.64% |
| YTD |
|
|
-97.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.009 |
0.004 |
| 1M High / 1M Low: |
0.200 |
0.004 |
| 6M High / 6M Low: |
1.030 |
0.004 |
| High (YTD): |
2024-04-12 |
1.030 |
| Low (YTD): |
2024-05-29 |
0.004 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.007 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.084 |
| Avg. volume 1M: |
|
318.182 |
| Avg. price 6M: |
|
0.382 |
| Avg. volume 6M: |
|
64.516 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
556.07% |
| Volatility 6M: |
|
356.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
