JP Morgan Call 360 DCO 20.09.2024
/ DE000JB6MKS0
JP Morgan Call 360 DCO 20.09.2024/ DE000JB6MKS0 /
| 5/17/2024 11:21:25 AM |
Chg.-0.040 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-8.33% |
-
Bid Size: - |
-
Ask Size: - |
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: |
7.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.21 |
| Parity: |
0.05 |
| Time value: |
0.42 |
| Break-even: |
407.00 |
| Moneyness: |
1.01 |
| Premium: |
0.11 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.01 |
| Spread %: |
2.17% |
| Delta: |
0.60 |
| Theta: |
-0.18 |
| Omega: |
4.63 |
| Rho: |
0.58 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.14% |
| 1 Month |
|
|
-18.52% |
| 3 Months |
|
|
+29.41% |
| YTD |
|
|
-30.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.440 |
| 1M High / 1M Low: |
0.600 |
0.440 |
| 6M High / 6M Low: |
0.640 |
0.300 |
| High (YTD): |
4/12/2024 |
0.640 |
| Low (YTD): |
2/23/2024 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.532 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.528 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.501 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.33% |
| Volatility 6M: |
|
127.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
