JP Morgan Call 320 MKTX 16.08.2024
/ DE000JB699C4
JP Morgan Call 320 MKTX 16.08.202.../ DE000JB699C4 /
| 6/7/2024 12:44:38 PM |
Chg.+0.003 |
Bid6:47:03 PM |
Ask6:47:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.005EUR |
+150.00% |
0.002
Bid Size: 10,000 |
0.052
Ask Size: 10,000 |
MarketAxess Holdings... |
320.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
JB699C |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MarketAxess Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
8/15/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.09 |
| Historic volatility: |
0.32 |
| Parity: |
-1.05 |
| Time value: |
0.11 |
| Break-even: |
304.80 |
| Moneyness: |
0.64 |
| Premium: |
0.61 |
| Premium p.a.: |
11.05 |
| Spread abs.: |
0.11 |
| Spread %: |
2,100.00% |
| Delta: |
0.25 |
| Theta: |
-0.21 |
| Omega: |
4.35 |
| Rho: |
0.07 |
Quote data
| Open: |
0.005 |
| High: |
0.005 |
| Low: |
0.005 |
| Previous Close: |
0.002 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+66.67% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-80.00% |
| YTD |
|
|
-98.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.003 |
0.002 |
| 1M High / 1M Low: |
0.011 |
0.002 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2024 |
0.240 |
| Low (YTD): |
6/6/2024 |
0.002 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.003 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.006 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
359.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
