JP Morgan Call 14 VALE 20.12.2024
/ DE000JL630C7
JP Morgan Call 14 VALE 20.12.2024/ DE000JL630C7 /
| 2024-06-04 11:44:06 AM |
Chg.-0.006 |
Bid1:00:09 PM |
Ask1:00:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.038EUR |
-13.64% |
0.038
Bid Size: 30,000 |
0.048
Ask Size: 30,000 |
Vale SA |
14.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
JL630C |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vale SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-23 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.27 |
| Parity: |
-0.32 |
| Time value: |
0.05 |
| Break-even: |
14.50 |
| Moneyness: |
0.77 |
| Premium: |
0.34 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.01 |
| Spread %: |
25.00% |
| Delta: |
0.28 |
| Theta: |
0.00 |
| Omega: |
6.00 |
| Rho: |
0.01 |
Quote data
| Open: |
0.038 |
| High: |
0.038 |
| Low: |
0.038 |
| Previous Close: |
0.044 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.71% |
| 1 Month |
|
|
-47.22% |
| 3 Months |
|
|
-65.45% |
| YTD |
|
|
-86.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.062 |
0.044 |
| 1M High / 1M Low: |
0.086 |
0.044 |
| 6M High / 6M Low: |
0.290 |
0.044 |
| High (YTD): |
2024-01-02 |
0.270 |
| Low (YTD): |
2024-06-03 |
0.044 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.051 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.065 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.125 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.10% |
| Volatility 6M: |
|
136.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
