JP Morgan Call 58 BSN 21.06.2024
/ DE000JB2J7Z4
JP Morgan Call 58 BSN 21.06.2024/ DE000JB2J7Z4 /
| 10/06/2024 08:11:01 |
Chg.-0.050 |
Bid22:00:46 |
Ask22:00:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-22.73% |
-
Bid Size: - |
-
Ask Size: - |
DANONE S.A. EO -,25 |
58.00 EUR |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
05/09/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.13 |
| Parity: |
0.20 |
| Time value: |
0.10 |
| Break-even: |
61.00 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.10 |
| Spread %: |
50.00% |
| Delta: |
0.69 |
| Theta: |
-0.08 |
| Omega: |
13.89 |
| Rho: |
0.01 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-26.09% |
| 3 Months |
|
|
-26.09% |
| YTD |
|
|
-46.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.170 |
| 1M High / 1M Low: |
0.270 |
0.120 |
| 6M High / 6M Low: |
0.550 |
0.093 |
| High (YTD): |
29/01/2024 |
0.550 |
| Low (YTD): |
16/04/2024 |
0.093 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.210 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.310 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
309.61% |
| Volatility 6M: |
|
253.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
