JP Morgan Call 65 ON 21.06.2024
/ DE000JB6Q7L1
JP Morgan Call 65 ON 21.06.2024/ DE000JB6Q7L1 /
07/06/2024 09:43:00 |
Chg.-0.190 |
Bid22:00:45 |
Ask22:00:45 |
Underlying |
Strike price |
Expiration date |
Option type |
0.730EUR |
-20.65% |
- Bid Size: - |
- Ask Size: - |
ON Semiconductor |
65.00 USD |
21/06/2024 |
Call |
Master data
WKN: |
JB6Q7L |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
ON Semiconductor |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 USD |
Maturity: |
21/06/2024 |
Issue date: |
01/11/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.70 |
Intrinsic value: |
0.68 |
Implied volatility: |
0.63 |
Historic volatility: |
0.41 |
Parity: |
0.68 |
Time value: |
0.08 |
Break-even: |
67.78 |
Moneyness: |
1.11 |
Premium: |
0.01 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.04 |
Spread %: |
5.56% |
Delta: |
0.83 |
Theta: |
-0.08 |
Omega: |
7.33 |
Rho: |
0.02 |
Quote data
Open: |
0.730 |
High: |
0.730 |
Low: |
0.730 |
Previous Close: |
0.920 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.82% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-61.58% |
YTD |
|
|
-66.97% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.920 |
0.670 |
1M High / 1M Low: |
1.150 |
0.600 |
6M High / 6M Low: |
2.320 |
0.340 |
High (YTD): |
02/01/2024 |
1.960 |
Low (YTD): |
23/04/2024 |
0.340 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.778 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.795 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.255 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
310.67% |
Volatility 6M: |
|
222.85% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |