JP Morgan Call 360 DCO 20.09.2024
/ DE000JB6MKS0
JP Morgan Call 360 DCO 20.09.2024/ DE000JB6MKS0 /
| 6/12/2024 8:31:40 AM |
Chg.0.000 |
Bid9:48:22 AM |
Ask9:48:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
0.00% |
0.230
Bid Size: 30,000 |
0.240
Ask Size: 30,000 |
DEERE CO. ... |
360.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
JB6MKS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
DEERE CO. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
10/31/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.20 |
| Parity: |
-0.20 |
| Time value: |
0.23 |
| Break-even: |
383.00 |
| Moneyness: |
0.94 |
| Premium: |
0.13 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.01 |
| Spread %: |
4.55% |
| Delta: |
0.46 |
| Theta: |
-0.16 |
| Omega: |
6.78 |
| Rho: |
0.36 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.54% |
| 1 Month |
|
|
-60.34% |
| 3 Months |
|
|
-39.47% |
| YTD |
|
|
-63.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.230 |
| 1M High / 1M Low: |
0.600 |
0.230 |
| 6M High / 6M Low: |
0.640 |
0.230 |
| High (YTD): |
4/12/2024 |
0.640 |
| Low (YTD): |
6/11/2024 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.252 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.354 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.480 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.94% |
| Volatility 6M: |
|
130.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
