JP Morgan Call 440 LOM 19.07.2024
/ DE000JB6VVX8
JP Morgan Call 440 LOM 19.07.2024/ DE000JB6VVX8 /
| 2024-06-10 12:39:52 PM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
LOCKHEED MARTIN D... |
440.00 - |
2024-07-19 |
Call |
Master data
| WKN: |
JB6VVX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
LOCKHEED MARTIN DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 - |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-06-11 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.15 |
| Parity: |
-0.12 |
| Time value: |
0.32 |
| Break-even: |
472.00 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
2.42 |
| Spread abs.: |
0.02 |
| Spread %: |
6.67% |
| Delta: |
0.50 |
| Theta: |
-0.65 |
| Omega: |
6.65 |
| Rho: |
0.14 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+13.79% |
| 3 Months |
|
|
+83.33% |
| YTD |
|
|
+3.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.330 |
0.170 |
| 6M High / 6M Low: |
0.420 |
0.130 |
| High (YTD): |
2024-01-15 |
0.420 |
| Low (YTD): |
2024-02-22 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.276 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.248 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
257.95% |
| Volatility 6M: |
|
163.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
