JP Morgan Call 130 A 16.08.2024
/ DE000JB9J5R8
JP Morgan Call 130 A 16.08.2024/ DE000JB9J5R8 /
| 6/24/2024 9:52:36 AM |
Chg.+0.020 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
+2.82% |
-
Bid Size: - |
-
Ask Size: - |
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: |
17.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
0.30 |
| Time value: |
0.43 |
| Break-even: |
128.93 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.05 |
| Spread %: |
6.85% |
| Delta: |
0.63 |
| Theta: |
-0.05 |
| Omega: |
10.77 |
| Rho: |
0.10 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.730 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.36% |
| 1 Month |
|
|
-66.82% |
| 3 Months |
|
|
-67.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.560 |
| 1M High / 1M Low: |
2.200 |
0.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.714 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.967 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
287.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
