JP Morgan Call 55 CTVA 19.07.2024
/ DE000JL9NGT6
JP Morgan Call 55 CTVA 19.07.2024/ DE000JL9NGT6 /
| 6/12/2024 9:34:18 AM |
Chg.+0.020 |
Bid10:14:13 AM |
Ask10:14:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
+20.00% |
0.110
Bid Size: 7,500 |
0.130
Ask Size: 7,500 |
Corteva Inc |
55.00 USD |
7/19/2024 |
Call |
Master data
| WKN: |
JL9NGT |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Corteva Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
8/9/2023 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
34.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.28 |
| Parity: |
-0.31 |
| Time value: |
0.14 |
| Break-even: |
52.61 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
1.43 |
| Spread abs.: |
0.02 |
| Spread %: |
16.67% |
| Delta: |
0.35 |
| Theta: |
-0.03 |
| Omega: |
12.05 |
| Rho: |
0.02 |
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 |
|
|
-45.45% |
| 1 Month |
|
|
-76.00% |
| 3 Months |
|
|
-76.92% |
| YTD |
|
|
-63.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.100 |
| 1M High / 1M Low: |
0.470 |
0.100 |
| 6M High / 6M Low: |
0.620 |
0.100 |
| High (YTD): |
4/2/2024 |
0.620 |
| Low (YTD): |
6/11/2024 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.188 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.324 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.398 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.59% |
| Volatility 6M: |
|
248.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
