JP Morgan Call 60 CTVA 19.07.2024
/ DE000JL9Q5T4
JP Morgan Call 60 CTVA 19.07.2024/ DE000JL9Q5T4 /
| 2024-06-11 8:41:01 AM |
Chg.-0.005 |
Bid8:29:31 PM |
Ask8:29:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.030EUR |
-14.29% |
0.034
Bid Size: 75,000 |
0.044
Ask Size: 75,000 |
Corteva Inc |
60.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JL9Q5T |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Corteva Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
67.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.28 |
| Parity: |
-0.77 |
| Time value: |
0.07 |
| Break-even: |
56.45 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
3.71 |
| Spread abs.: |
0.04 |
| Spread %: |
129.03% |
| Delta: |
0.19 |
| Theta: |
-0.03 |
| Omega: |
12.84 |
| Rho: |
0.01 |
Quote data
| Open: |
0.030 |
| High: |
0.030 |
| Low: |
0.030 |
| Previous Close: |
0.035 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-68.75% |
| 1 Month |
|
|
-88.00% |
| 3 Months |
|
|
-88.89% |
| YTD |
|
|
-85.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.096 |
0.035 |
| 1M High / 1M Low: |
0.260 |
0.035 |
| 6M High / 6M Low: |
0.390 |
0.035 |
| High (YTD): |
2024-04-02 |
0.390 |
| Low (YTD): |
2024-06-10 |
0.035 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.065 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.136 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.226 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
465.97% |
| Volatility 6M: |
|
431.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
