JP Morgan Call 100 MS 19.07.2024
/ DE000JB7JDY7
JP Morgan Call 100 MS 19.07.2024/ DE000JB7JDY7 /
| 2024-06-07 12:46:15 PM |
Chg.-0.020 |
Bid8:07:36 PM |
Ask8:07:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
-11.11% |
0.200
Bid Size: 100,000 |
0.210
Ask Size: 100,000 |
Morgan Stanley |
100.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JB7JDY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Morgan Stanley |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
48.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.22 |
| Parity: |
-0.29 |
| Time value: |
0.18 |
| Break-even: |
93.65 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.01 |
| Spread %: |
5.26% |
| Delta: |
0.38 |
| Theta: |
-0.04 |
| Omega: |
18.48 |
| Rho: |
0.04 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
+33.33% |
| YTD |
|
|
-58.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.180 |
| 1M High / 1M Low: |
0.440 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-22 |
0.440 |
| Low (YTD): |
2024-02-28 |
0.092 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.206 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.299 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
278.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
