JP Morgan Call 17.5 GZF 20.09.2024
/ DE000JB8V4S4
JP Morgan Call 17.5 GZF 20.09.202.../ DE000JB8V4S4 /
| 04/06/2024 09:21:47 |
Chg.-0.025 |
Bid22:00:44 |
Ask22:00:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.085EUR |
-22.73% |
-
Bid Size: - |
-
Ask Size: - |
ENGIE S.A. INH. ... |
17.50 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
JB8V4S |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ENGIE S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
17.50 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
05/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
25.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.16 |
| Parity: |
-1.97 |
| Time value: |
0.61 |
| Break-even: |
18.11 |
| Moneyness: |
0.89 |
| Premium: |
0.17 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.50 |
| Spread %: |
454.55% |
| Delta: |
0.33 |
| Theta: |
-0.01 |
| Omega: |
8.41 |
| Rho: |
0.01 |
Quote data
| Open: |
0.085 |
| High: |
0.085 |
| Low: |
0.085 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.73% |
| 1 Month |
|
|
-34.62% |
| 3 Months |
|
|
+66.67% |
| YTD |
|
|
-75.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.089 |
| 1M High / 1M Low: |
0.220 |
0.089 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
10/01/2024 |
0.570 |
| Low (YTD): |
05/03/2024 |
0.035 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.099 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.147 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
