JP Morgan Call 17.5 CAR 20.09.2024
/ DE000JB7E5M6
JP Morgan Call 17.5 CAR 20.09.202.../ DE000JB7E5M6 /
| 2024-05-27 9:01:51 AM |
Chg.+0.010 |
Bid5:09:31 PM |
Ask5:09:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
+4.55% |
0.250
Bid Size: 50,000 |
0.270
Ask Size: 50,000 |
CARREFOUR S.A. INH.E... |
17.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
JB7E5M |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CARREFOUR S.A. INH.EO 2,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
30.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
-1.20 |
| Time value: |
0.54 |
| Break-even: |
18.04 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.30 |
| Spread %: |
125.00% |
| Delta: |
0.37 |
| Theta: |
0.00 |
| Omega: |
11.05 |
| Rho: |
0.02 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.30% |
| 1 Month |
|
|
-14.81% |
| 3 Months |
|
|
-56.60% |
| YTD |
|
|
-79.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.220 |
| 1M High / 1M Low: |
0.420 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-04 |
1.170 |
| Low (YTD): |
2024-05-03 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.266 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.282 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
273.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
