JP Morgan Call 70 MDLZ 21.06.2024
/ DE000JB0NC05
JP Morgan Call 70 MDLZ 21.06.2024/ DE000JB0NC05 /
| 07/06/2024 10:31:23 |
Chg.+0.005 |
Bid22:00:44 |
Ask22:00:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.031EUR |
+19.23% |
-
Bid Size: - |
-
Ask Size: - |
Mondelez Internation... |
70.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
JB0NC0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Mondelez International Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
24/08/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
202.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.15 |
| Parity: |
-0.20 |
| Time value: |
0.03 |
| Break-even: |
65.12 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
1.79 |
| Spread abs.: |
0.01 |
| Spread %: |
47.62% |
| Delta: |
0.22 |
| Theta: |
-0.03 |
| Omega: |
45.26 |
| Rho: |
0.00 |
Quote data
| Open: |
0.031 |
| High: |
0.031 |
| Low: |
0.031 |
| Previous Close: |
0.026 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.11% |
| 1 Month |
|
|
-84.50% |
| 3 Months |
|
|
-91.39% |
| YTD |
|
|
-94.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.049 |
0.025 |
| 1M High / 1M Low: |
0.270 |
0.021 |
| 6M High / 6M Low: |
0.810 |
0.021 |
| High (YTD): |
05/02/2024 |
0.810 |
| Low (YTD): |
30/05/2024 |
0.021 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.033 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.124 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.382 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
594.88% |
| Volatility 6M: |
|
296.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
