JP Morgan Call 64 SLB 20.09.2024
/ DE000JB8R4E0
JP Morgan Call 64 SLB 20.09.2024/ DE000JB8R4E0 /
| 6/20/2024 9:21:23 AM |
Chg.+0.001 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.010EUR |
+11.11% |
-
Bid Size: - |
-
Ask Size: - |
Schlumberger Ltd |
64.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
JB8R4E |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Schlumberger Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
64.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
12/5/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
68.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.24 |
| Parity: |
-1.82 |
| Time value: |
0.06 |
| Break-even: |
60.15 |
| Moneyness: |
0.69 |
| Premium: |
0.45 |
| Premium p.a.: |
3.42 |
| Spread abs.: |
0.05 |
| Spread %: |
500.00% |
| Delta: |
0.12 |
| Theta: |
-0.01 |
| Omega: |
8.33 |
| Rho: |
0.01 |
Quote data
| Open: |
0.010 |
| High: |
0.010 |
| Low: |
0.010 |
| Previous Close: |
0.009 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+100.00% |
| 1 Month |
|
|
-28.57% |
| 3 Months |
|
|
-93.75% |
| YTD |
|
|
-95.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.010 |
0.005 |
| 1M High / 1M Low: |
0.014 |
0.004 |
| 6M High / 6M Low: |
0.270 |
0.004 |
| High (YTD): |
1/2/2024 |
0.240 |
| Low (YTD): |
6/4/2024 |
0.004 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.008 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.008 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.095 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
398.83% |
| Volatility 6M: |
|
247.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
