JP Morgan Call 170 A 16.08.2024
/ DE000JB8D2U6
JP Morgan Call 170 A 16.08.2024/ DE000JB8D2U6 /
2024-06-20 12:07:26 PM |
Chg.-0.001 |
Bid2:59:30 PM |
Ask2:59:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.013EUR |
-7.14% |
- Bid Size: - |
- Ask Size: - |
Agilent Technologies |
170.00 USD |
2024-08-16 |
Call |
Master data
WKN: |
JB8D2U |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Agilent Technologies |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 USD |
Maturity: |
2024-08-16 |
Issue date: |
2023-12-18 |
Last trading day: |
2024-08-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
64.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.52 |
Historic volatility: |
0.25 |
Parity: |
-3.27 |
Time value: |
0.20 |
Break-even: |
160.14 |
Moneyness: |
0.79 |
Premium: |
0.28 |
Premium p.a.: |
3.76 |
Spread abs.: |
0.18 |
Spread %: |
1,650.00% |
Delta: |
0.16 |
Theta: |
-0.06 |
Omega: |
10.18 |
Rho: |
0.03 |
Quote data
Open: |
0.013 |
High: |
0.013 |
Low: |
0.013 |
Previous Close: |
0.014 |
Turnover: |
- |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
+44.44% |
1 Month |
|
|
-95.52% |
3 Months |
|
|
-95.81% |
YTD |
|
|
-96.75% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.014 |
0.007 |
1M High / 1M Low: |
0.290 |
0.007 |
6M High / 6M Low: |
0.460 |
0.007 |
High (YTD): |
2024-03-08 |
0.460 |
Low (YTD): |
2024-06-14 |
0.007 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.010 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.084 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.205 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
471.04% |
Volatility 6M: |
|
315.25% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |