JP Morgan Call 200 HON/ DE000JB9N6T6 /
2024-09-19 8:35:04 AM | Chg.- | Bid10:00:30 PM | Ask10:00:30 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.310EUR | - | - Bid Size: - |
- Ask Size: - |
Honeywell Internatio... | 200.00 USD | 2024-09-20 | Call |
Master data
WKN: | JB9N6T |
---|---|
Issuer: | J.P. Morgan Securities Ltd. |
Currency: | EUR |
Underlying: | Honeywell International Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 200.00 USD |
Maturity: | 2024-09-20 |
Issue date: | 2024-01-09 |
Last trading day: | 2024-09-19 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 60.48 |
Leverage: | Yes |
Calculated values
Fair value: | 0.16 |
---|---|
Intrinsic value: | 0.15 |
Implied volatility: | 0.58 |
Historic volatility: | 0.14 |
Parity: | 0.15 |
Time value: | 0.15 |
Break-even: | 182.96 |
Moneyness: | 1.01 |
Premium: | 0.01 |
Premium p.a.: | 20.20 |
Spread abs.: | 0.06 |
Spread %: | 25.00% |
Delta: | 0.61 |
Theta: | -1.06 |
Omega: | 37.12 |
Rho: | 0.00 |
Quote data
Open: | 0.310 |
---|---|
High: | 0.310 |
Low: | 0.310 |
Previous Close: | 0.460 |
Turnover: | 0.000 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -41.51% | ||
---|---|---|---|
1 Month | -13.89% | ||
3 Months | -79.33% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.530 | 0.310 |
---|---|---|
1M High / 1M Low: | 0.880 | 0.260 |
6M High / 6M Low: | 2.050 | 0.260 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.450 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.537 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.993 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 451.37% | |
Volatility 6M: | 281.07% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |