JP Morgan Call 155 A 16.08.2024
/ DE000JB8BYF7
JP Morgan Call 155 A 16.08.2024/ DE000JB8BYF7 /
| 17/06/2024 12:11:47 |
Chg.+0.001 |
Bid15:06:58 |
Ask15:06:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.031EUR |
+3.33% |
0.031
Bid Size: 2,000 |
0.110
Ask Size: 2,000 |
Agilent Technologies |
155.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
JB8BYF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
18/12/2023 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
93.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.25 |
| Parity: |
-2.35 |
| Time value: |
0.13 |
| Break-even: |
146.12 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
2.10 |
| Spread abs.: |
0.10 |
| Spread %: |
282.35% |
| Delta: |
0.15 |
| Theta: |
-0.04 |
| Omega: |
13.67 |
| Rho: |
0.03 |
Quote data
| Open: |
0.031 |
| High: |
0.031 |
| Low: |
0.031 |
| Previous Close: |
0.030 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.04% |
| 1 Month |
|
|
-96.31% |
| 3 Months |
|
|
-95.87% |
| YTD |
|
|
-96.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.047 |
0.030 |
| 1M High / 1M Low: |
0.840 |
0.030 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
08/03/2024 |
0.970 |
| Low (YTD): |
14/06/2024 |
0.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.043 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.326 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
401.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
