JP Morgan Call 55 DAL 20.09.2024
/ DE000JB96RC2
JP Morgan Call 55 DAL 20.09.2024/ DE000JB96RC2 /
| 2024-06-24 10:39:47 AM |
Chg.-0.010 |
Bid4:45:51 PM |
Ask4:45:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
-6.67% |
0.150
Bid Size: 200,000 |
0.160
Ask Size: 200,000 |
Delta Air Lines Inc |
55.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JB96RC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-21 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
-0.53 |
| Time value: |
0.15 |
| Break-even: |
52.96 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.01 |
| Spread %: |
7.14% |
| Delta: |
0.32 |
| Theta: |
-0.02 |
| Omega: |
9.71 |
| Rho: |
0.03 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.69% |
| 1 Month |
|
|
-36.36% |
| 3 Months |
|
|
+7.69% |
| YTD |
|
|
+27.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.130 |
| 1M High / 1M Low: |
0.240 |
0.130 |
| 6M High / 6M Low: |
0.340 |
0.043 |
| High (YTD): |
2024-05-15 |
0.340 |
| Low (YTD): |
2024-01-22 |
0.043 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.144 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.177 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.142 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.18% |
| Volatility 6M: |
|
247.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
