JP Morgan Call 13 VALE 17.01.2025
/ DE000JL9HEQ9
JP Morgan Call 13 VALE 17.01.2025/ DE000JL9HEQ9 /
| 07/06/2024 08:55:04 |
Chg.+0.008 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.067EUR |
+13.56% |
-
Bid Size: - |
-
Ask Size: - |
Vale SA |
13.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
JL9HEQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vale SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
16/08/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.27 |
| Parity: |
-0.25 |
| Time value: |
0.07 |
| Break-even: |
13.67 |
| Moneyness: |
0.81 |
| Premium: |
0.30 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.01 |
| Spread %: |
17.54% |
| Delta: |
0.34 |
| Theta: |
0.00 |
| Omega: |
5.36 |
| Rho: |
0.02 |
Quote data
| Open: |
0.067 |
| High: |
0.067 |
| Low: |
0.067 |
| Previous Close: |
0.059 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.25% |
| 1 Month |
|
|
-44.17% |
| 3 Months |
|
|
-55.33% |
| YTD |
|
|
-80.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.078 |
0.059 |
| 1M High / 1M Low: |
0.130 |
0.059 |
| 6M High / 6M Low: |
0.350 |
0.059 |
| High (YTD): |
04/01/2024 |
0.330 |
| Low (YTD): |
06/06/2024 |
0.059 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.068 |
| Avg. volume 1W: |
|
160 |
| Avg. price 1M: |
|
0.099 |
| Avg. volume 1M: |
|
339.130 |
| Avg. price 6M: |
|
0.166 |
| Avg. volume 6M: |
|
66.935 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.28% |
| Volatility 6M: |
|
132.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
