JP Morgan Call 26 GEN 20.09.2024
/ DE000JB9PDU8
JP Morgan Call 26 GEN 20.09.2024/ DE000JB9PDU8 /
| 6/11/2024 11:09:53 AM |
Chg.-0.010 |
Bid7:02:58 PM |
Ask7:02:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
-6.25% |
0.150
Bid Size: 200,000 |
0.160
Ask Size: 200,000 |
Gen Digital Inc |
26.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
12/21/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.30 |
| Parity: |
-0.14 |
| Time value: |
0.15 |
| Break-even: |
25.64 |
| Moneyness: |
0.94 |
| Premium: |
0.13 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.01 |
| Spread %: |
6.67% |
| Delta: |
0.45 |
| Theta: |
-0.01 |
| Omega: |
6.91 |
| Rho: |
0.02 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.25% |
| 1 Month |
|
|
+163.16% |
| 3 Months |
|
|
+7.14% |
| 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): |
2/1/2024 |
0.230 |
| Low (YTD): |
5/7/2024 |
0.035 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.166 |
| Avg. volume 1W: |
|
1,600 |
| Avg. price 1M: |
|
0.175 |
| Avg. volume 1M: |
|
400 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
