JP Morgan Call 56 STNG 21.06.2024
/ DE000JL5VZE9
JP Morgan Call 56 STNG 21.06.2024/ DE000JL5VZE9 /
| 5/17/2024 11:50:02 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.33EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Scorpio Tankers Inc |
56.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
JL5VZE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Scorpio Tankers Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
7/7/2023 |
| Last trading day: |
5/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.85 |
| Intrinsic value: |
1.84 |
| Implied volatility: |
2.44 |
| Historic volatility: |
0.30 |
| Parity: |
1.84 |
| Time value: |
0.49 |
| Break-even: |
79.30 |
| Moneyness: |
1.33 |
| Premium: |
0.07 |
| Premium p.a.: |
4.92 |
| Spread abs.: |
-0.07 |
| Spread %: |
-2.92% |
| Delta: |
0.80 |
| Theta: |
-0.37 |
| Omega: |
2.56 |
| Rho: |
0.01 |
Quote data
| Open: |
2.33 |
| High: |
2.33 |
| Low: |
2.33 |
| Previous Close: |
2.21 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+46.54% |
| 3 Months |
|
|
+60.69% |
| YTD |
|
|
+130.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.33 |
1.59 |
| 6M High / 6M Low: |
2.33 |
0.59 |
| High (YTD): |
5/17/2024 |
2.33 |
| Low (YTD): |
1/11/2024 |
1.09 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.40 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.66% |
| Volatility 6M: |
|
131.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
