JP Morgan Call 130 A 16.08.2024
/ DE000JB9J5R8
JP Morgan Call 130 A 16.08.2024/ DE000JB9J5R8 /
| 6/17/2024 10:04:11 AM |
Chg.-0.010 |
Bid11:19:49 AM |
Ask11:19:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-1.75% |
0.550
Bid Size: 3,000 |
0.600
Ask Size: 3,000 |
Agilent Technologies |
130.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
JB9J5R |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
1/5/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
-0.01 |
| Time value: |
0.57 |
| Break-even: |
127.16 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.05 |
| Spread %: |
8.93% |
| Delta: |
0.54 |
| Theta: |
-0.05 |
| Omega: |
11.48 |
| Rho: |
0.10 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.29% |
| 1 Month |
|
|
-77.60% |
| 3 Months |
|
|
-72.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.570 |
| 1M High / 1M Low: |
2.510 |
0.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.690 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.385 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
256.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
