JP Morgan Call 26 CTRA 19.07.2024
/ DE000JB7KVP5
JP Morgan Call 26 CTRA 19.07.2024/ DE000JB7KVP5 /
| 2024-05-29 8:55:25 AM |
Chg.+0.020 |
Bid7:30:04 PM |
Ask7:30:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
+9.52% |
0.210
Bid Size: 200,000 |
0.220
Ask Size: 200,000 |
Coterra Energy Inc |
26.00 - |
2024-07-19 |
Call |
Master data
| WKN: |
JB7KVP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Coterra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 - |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-11-30 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.21 |
| Parity: |
-0.06 |
| Time value: |
0.24 |
| Break-even: |
28.40 |
| Moneyness: |
0.98 |
| Premium: |
0.12 |
| Premium p.a.: |
1.22 |
| Spread abs.: |
0.01 |
| Spread %: |
4.35% |
| Delta: |
0.52 |
| Theta: |
-0.03 |
| Omega: |
5.54 |
| Rho: |
0.02 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.210 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.17% |
| 1 Month |
|
|
-25.81% |
| 3 Months |
|
|
+9.52% |
| YTD |
|
|
-17.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.200 |
| 1M High / 1M Low: |
0.310 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-05 |
0.350 |
| Low (YTD): |
2024-02-15 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.216 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.264 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
