JP Morgan Call 60 FMC 21.06.2024
/ DE000JB6WR50
JP Morgan Call 60 FMC 21.06.2024/ DE000JB6WR50 /
| 2024-05-17 10:22:17 AM |
Chg.+0.010 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+1.89% |
-
Bid Size: - |
-
Ask Size: - |
FMC Corp |
60.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JB6WR5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
FMC Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-17 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.40 |
| Parity: |
0.38 |
| Time value: |
0.14 |
| Break-even: |
60.45 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.03 |
| Spread %: |
5.56% |
| Delta: |
0.74 |
| Theta: |
-0.04 |
| Omega: |
8.30 |
| Rho: |
0.04 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.540 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
+63.64% |
| 3 Months |
|
|
+86.21% |
| YTD |
|
|
-43.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.530 |
| 1M High / 1M Low: |
0.820 |
0.330 |
| 6M High / 6M Low: |
1.090 |
0.240 |
| High (YTD): |
2024-01-02 |
1.090 |
| Low (YTD): |
2024-02-29 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.724 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.521 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.585 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
461.94% |
| Volatility 6M: |
|
280.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
