JP Morgan Call 390 DCO 20.09.2024
/ DE000JB116K2
JP Morgan Call 390 DCO 20.09.2024/ DE000JB116K2 /
| 5/31/2024 10:47:22 AM |
Chg.+0.020 |
Bid4:38:34 PM |
Ask4:38:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
+20.00% |
0.120
Bid Size: 250,000 |
0.130
Ask Size: 250,000 |
DEERE CO. ... |
390.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
JB116K |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
DEERE CO. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
9/25/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.21 |
| Parity: |
-0.50 |
| Time value: |
0.13 |
| Break-even: |
403.00 |
| Moneyness: |
0.87 |
| Premium: |
0.19 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.01 |
| Spread %: |
8.33% |
| Delta: |
0.31 |
| Theta: |
-0.12 |
| Omega: |
8.18 |
| Rho: |
0.29 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.41% |
| 1 Month |
|
|
-66.67% |
| 3 Months |
|
|
-42.86% |
| YTD |
|
|
-74.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.100 |
| 1M High / 1M Low: |
0.390 |
0.100 |
| 6M High / 6M Low: |
0.470 |
0.100 |
| High (YTD): |
1/2/2024 |
0.470 |
| Low (YTD): |
5/30/2024 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.136 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.281 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.328 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.12% |
| Volatility 6M: |
|
147.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
