JP Morgan Call 305 ROK 19.07.2024
/ DE000JB81AB2
JP Morgan Call 305 ROK 19.07.2024/ DE000JB81AB2 /
| 2024-06-06 11:17:11 AM |
Chg.+0.019 |
Bid11:39:04 AM |
Ask11:39:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
+23.46% |
0.100
Bid Size: 250 |
0.300
Ask Size: 250 |
Rockwell Automation ... |
305.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JB81AB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Rockwell Automation Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
305.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-12-14 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
79.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.27 |
| Parity: |
-4.18 |
| Time value: |
0.30 |
| Break-even: |
283.49 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
3.31 |
| Spread abs.: |
0.20 |
| Spread %: |
200.00% |
| Delta: |
0.17 |
| Theta: |
-0.11 |
| Omega: |
13.31 |
| Rho: |
0.04 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.081 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.93% |
| 1 Month |
|
|
-85.71% |
| 3 Months |
|
|
-93.38% |
| YTD |
|
|
-96.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.092 |
0.069 |
| 1M High / 1M Low: |
0.700 |
0.069 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
2.940 |
| Low (YTD): |
2024-05-30 |
0.069 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.233 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
346.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
