JP Morgan Call 105 MS 19.07.2024
/ DE000JB7JDZ4
JP Morgan Call 105 MS 19.07.2024/ DE000JB7JDZ4 /
| 6/6/2024 12:18:17 PM |
Chg.0.000 |
Bid8:37:16 PM |
Ask8:37:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.067EUR |
0.00% |
0.064
Bid Size: 100,000 |
0.074
Ask Size: 100,000 |
Morgan Stanley |
105.00 USD |
7/19/2024 |
Call |
Master data
| WKN: |
JB7JDZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Morgan Stanley |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
113.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.22 |
| Parity: |
-0.77 |
| Time value: |
0.08 |
| Break-even: |
97.34 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
1.16 |
| Spread abs.: |
0.01 |
| Spread %: |
14.71% |
| Delta: |
0.19 |
| Theta: |
-0.03 |
| Omega: |
21.92 |
| Rho: |
0.02 |
Quote data
| Open: |
0.067 |
| High: |
0.067 |
| Low: |
0.067 |
| Previous Close: |
0.067 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.72% |
| 1 Month |
|
|
-14.10% |
| 3 Months |
|
|
-25.56% |
| YTD |
|
|
-73.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.096 |
0.067 |
| 1M High / 1M Low: |
0.220 |
0.067 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/8/2024 |
0.240 |
| Low (YTD): |
4/12/2024 |
0.046 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.085 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.136 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
361.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
