JP Morgan Call 40 D 17.01.2025
/ DE000JB5C0J7
JP Morgan Call 40 D 17.01.2025/ DE000JB5C0J7 /
| 30/05/2024 09:28:26 |
Chg.- |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Dominion Energy Inc |
40.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
JB5C0J |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Dominion Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
01/11/2023 |
| Last trading day: |
30/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.23 |
| Parity: |
0.70 |
| Time value: |
0.50 |
| Break-even: |
52.00 |
| Moneyness: |
1.17 |
| Premium: |
0.11 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
2.56% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
2.89 |
| Rho: |
0.14 |
Quote data
| Open: |
1.16 |
| High: |
1.16 |
| Low: |
1.16 |
| Previous Close: |
1.22 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-9.38% |
| 3 Months |
|
|
+33.33% |
| YTD |
|
|
+28.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.33 |
1.16 |
| 6M High / 6M Low: |
1.33 |
0.67 |
| High (YTD): |
22/05/2024 |
1.33 |
| Low (YTD): |
09/02/2024 |
0.67 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.96 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.39% |
| Volatility 6M: |
|
94.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
