JP Morgan Call 40 HOG 16.08.2024
/ DE000JB8BZ46
JP Morgan Call 40 HOG 16.08.2024/ DE000JB8BZ46 /
| 2024-06-05 12:30:22 PM |
Chg.-0.022 |
Bid9:38:48 PM |
Ask9:38:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.074EUR |
-22.92% |
0.089
Bid Size: 25,000 |
0.140
Ask Size: 25,000 |
Harley Davidson Inc |
40.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JB8BZ4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Harley Davidson Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.34 |
| Parity: |
-0.46 |
| Time value: |
0.17 |
| Break-even: |
38.46 |
| Moneyness: |
0.87 |
| Premium: |
0.20 |
| Premium p.a.: |
1.48 |
| Spread abs.: |
0.10 |
| Spread %: |
136.11% |
| Delta: |
0.35 |
| Theta: |
-0.02 |
| Omega: |
6.69 |
| Rho: |
0.02 |
Quote data
| Open: |
0.074 |
| High: |
0.074 |
| Low: |
0.074 |
| Previous Close: |
0.096 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.85% |
| 1 Month |
|
|
-38.33% |
| 3 Months |
|
|
-75.33% |
| YTD |
|
|
-80.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.096 |
0.052 |
| 1M High / 1M Low: |
0.130 |
0.052 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-22 |
0.630 |
| Low (YTD): |
2024-05-30 |
0.052 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.077 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.093 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
293.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
