JP Morgan Call 53 TCOM 20.12.2024
/ DE000JT0F511
JP Morgan Call 53 TCOM 20.12.2024/ DE000JT0F511 /
| 2024-09-25 12:01:43 PM |
Chg.- |
Bid8:04:25 AM |
Ask8:04:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
- |
0.380
Bid Size: 7,500 |
0.400
Ask Size: 7,500 |
Trip com Group Ltd |
53.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JT0F51 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Trip com Group Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
53.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-24 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.32 |
| Parity: |
-0.17 |
| Time value: |
0.28 |
| Break-even: |
50.40 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.02 |
| Spread %: |
6.90% |
| Delta: |
0.47 |
| Theta: |
-0.02 |
| Omega: |
7.81 |
| Rho: |
0.04 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+87.50% |
| 1 Month |
|
|
+275.00% |
| 3 Months |
|
|
-21.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.160 |
| 1M High / 1M Low: |
0.300 |
0.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.226 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.179 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
345.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
