JP Morgan Call 24 CTRA 19.07.2024
/ DE000JB7Y8M6
JP Morgan Call 24 CTRA 19.07.2024/ DE000JB7Y8M6 /
| 17/05/2024 11:12:04 |
Chg.- |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Coterra Energy Inc |
24.00 - |
19/07/2024 |
Call |
Master data
| WKN: |
JB7Y8M |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Coterra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 - |
| Maturity: |
19/07/2024 |
| Issue date: |
14/12/2023 |
| Last trading day: |
20/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
1.01 |
| Historic volatility: |
0.21 |
| Parity: |
0.14 |
| Time value: |
0.31 |
| Break-even: |
28.50 |
| Moneyness: |
1.06 |
| Premium: |
0.12 |
| Premium p.a.: |
1.28 |
| Spread abs.: |
0.02 |
| Spread %: |
4.65% |
| Delta: |
0.64 |
| Theta: |
-0.04 |
| Omega: |
3.60 |
| Rho: |
0.02 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-8.70% |
| 3 Months |
|
|
+40.00% |
| YTD |
|
|
+13.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.460 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
04/04/2024 |
0.480 |
| Low (YTD): |
15/02/2024 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.414 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
