JP Morgan Call 60 SCHW 20.09.2024
/ DE000JB0PJX8
JP Morgan Call 60 SCHW 20.09.2024/ DE000JB0PJX8 /
| 2024-06-10 11:42:28 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.40EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Charles Schwab Corpo... |
60.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
JB0PJX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Charles Schwab Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-25 |
| Last trading day: |
2024-06-11 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.27 |
| Parity: |
0.83 |
| Time value: |
0.61 |
| Break-even: |
74.40 |
| Moneyness: |
1.14 |
| Premium: |
0.09 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.01 |
| Spread %: |
0.70% |
| Delta: |
0.71 |
| Theta: |
-0.05 |
| Omega: |
3.39 |
| Rho: |
0.09 |
Quote data
| Open: |
1.40 |
| High: |
1.40 |
| Low: |
1.40 |
| Previous Close: |
1.43 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.10% |
| 1 Month |
|
|
-7.89% |
| 3 Months |
|
|
+40.00% |
| YTD |
|
|
+4.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.43 |
1.40 |
| 1M High / 1M Low: |
1.87 |
1.09 |
| 6M High / 6M Low: |
1.87 |
0.76 |
| High (YTD): |
2024-05-16 |
1.87 |
| Low (YTD): |
2024-02-07 |
0.76 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.84% |
| Volatility 6M: |
|
90.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
