JP Morgan Call 26 GEN 20.09.2024
/ DE000JB9PDU8
JP Morgan Call 26 GEN 20.09.2024/ DE000JB9PDU8 /
| 12/06/2024 11:05:20 |
Chg.0.000 |
Bid13:00:10 |
Ask13:00:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
0.00% |
0.140
Bid Size: 20,000 |
0.150
Ask Size: 20,000 |
Gen Digital Inc |
26.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
JB9PDU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Gen Digital Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
21/12/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.30 |
| Parity: |
-0.15 |
| Time value: |
0.14 |
| Break-even: |
25.61 |
| Moneyness: |
0.94 |
| Premium: |
0.13 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.01 |
| Spread %: |
7.14% |
| Delta: |
0.44 |
| Theta: |
-0.01 |
| Omega: |
7.13 |
| Rho: |
0.02 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
+163.16% |
| 3 Months |
|
|
+15.38% |
| YTD |
|
|
-28.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.140 |
| 1M High / 1M Low: |
0.210 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
01/02/2024 |
0.230 |
| Low (YTD): |
07/05/2024 |
0.035 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.164 |
| Avg. volume 1W: |
|
1,600 |
| Avg. price 1M: |
|
0.174 |
| Avg. volume 1M: |
|
380.952 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
