JP Morgan Call 215 SND 21.06.2024
/ DE000JB9H9J9
JP Morgan Call 215 SND 21.06.2024/ DE000JB9H9J9 /
| 6/14/2024 11:51:31 AM |
Chg.-0.740 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
-43.02% |
-
Bid Size: - |
-
Ask Size: - |
SCHNEIDER ELEC. INH.... |
215.00 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
JB9H9J |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
215.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
1/3/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.22 |
| Parity: |
1.47 |
| Time value: |
0.42 |
| Break-even: |
233.80 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
1.54 |
| Spread abs.: |
0.30 |
| Spread %: |
18.99% |
| Delta: |
0.75 |
| Theta: |
-0.59 |
| Omega: |
9.13 |
| Rho: |
0.03 |
Quote data
| Open: |
1.580 |
| High: |
1.580 |
| Low: |
0.980 |
| Previous Close: |
1.720 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-51.00% |
| 3 Months |
|
|
+7.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.720 |
1.220 |
| 1M High / 1M Low: |
2.340 |
1.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.432 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.724 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
294.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
