JP Morgan Call 35 BAC 17.05.2024
/ DE000JB8UK73
JP Morgan Call 35 BAC 17.05.2024/ DE000JB8UK73 /
| 5/14/2024 2:59:12 PM |
Chg.-0.030 |
Bid9:57:41 PM |
Ask9:57:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-9.09% |
0.330
Bid Size: 5,000 |
-
Ask Size: - |
Bank of America Corp... |
35.00 USD |
5/17/2024 |
Call |
Master data
| WKN: |
JB8UK7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 USD |
| Maturity: |
5/17/2024 |
| Issue date: |
12/18/2023 |
| Last trading day: |
5/16/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
1.06 |
| Historic volatility: |
0.21 |
| Parity: |
0.30 |
| Time value: |
0.03 |
| Break-even: |
35.73 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
2.05 |
| Spread abs.: |
0.03 |
| Spread %: |
10.00% |
| Delta: |
0.83 |
| Theta: |
-0.14 |
| Omega: |
8.94 |
| Rho: |
0.00 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.300 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
+76.47% |
| 3 Months |
|
|
+130.77% |
| YTD |
|
|
+87.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.250 |
| 1M High / 1M Low: |
0.340 |
0.091 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
4/24/2024 |
0.340 |
| Low (YTD): |
1/17/2024 |
0.065 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.296 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.243 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
336.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
