JP Morgan Call 58 BSN 21.06.2024
/ DE000JB2J7Z4
JP Morgan Call 58 BSN 21.06.2024/ DE000JB2J7Z4 /
| 5/31/2024 8:11:10 AM |
Chg.+0.050 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+41.67% |
-
Bid Size: - |
-
Ask Size: - |
DANONE S.A. EO -,25 |
58.00 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
JB2J7Z |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
9/5/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.13 |
| Parity: |
0.11 |
| Time value: |
0.18 |
| Break-even: |
60.90 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.10 |
| Spread %: |
52.63% |
| Delta: |
0.61 |
| Theta: |
-0.06 |
| Omega: |
12.36 |
| Rho: |
0.02 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.56% |
| 1 Month |
|
|
+54.55% |
| 3 Months |
|
|
-39.29% |
| YTD |
|
|
-46.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.120 |
| 1M High / 1M Low: |
0.270 |
0.110 |
| 6M High / 6M Low: |
0.550 |
0.093 |
| High (YTD): |
1/29/2024 |
0.550 |
| Low (YTD): |
4/16/2024 |
0.093 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.160 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.203 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.318 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.97% |
| Volatility 6M: |
|
241.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
