JP Morgan Call 60 CTVA 16.08.2024
/ DE000JB0VGD4
JP Morgan Call 60 CTVA 16.08.2024/ DE000JB0VGD4 /
2024-06-11 12:29:35 PM |
Chg.-0.032 |
Bid7:43:51 PM |
Ask7:43:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.098EUR |
-24.62% |
0.120 Bid Size: 100,000 |
0.130 Ask Size: 100,000 |
Corteva Inc |
60.00 USD |
2024-08-16 |
Call |
Master data
WKN: |
JB0VGD |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Corteva Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 USD |
Maturity: |
2024-08-16 |
Issue date: |
2023-08-29 |
Last trading day: |
2024-08-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
39.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.28 |
Parity: |
-0.77 |
Time value: |
0.12 |
Break-even: |
56.95 |
Moneyness: |
0.86 |
Premium: |
0.19 |
Premium p.a.: |
1.56 |
Spread abs.: |
0.03 |
Spread %: |
30.00% |
Delta: |
0.25 |
Theta: |
-0.02 |
Omega: |
9.92 |
Rho: |
0.02 |
Quote data
Open: |
0.098 |
High: |
0.098 |
Low: |
0.098 |
Previous Close: |
0.130 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-55.45% |
1 Month |
|
|
-72.78% |
3 Months |
|
|
-73.51% |
YTD |
|
|
-59.17% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.220 |
0.130 |
1M High / 1M Low: |
0.350 |
0.130 |
6M High / 6M Low: |
0.470 |
0.120 |
High (YTD): |
2024-04-09 |
0.470 |
Low (YTD): |
2024-01-26 |
0.120 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.176 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.250 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.302 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
232.31% |
Volatility 6M: |
|
225.90% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |