JP Morgan Call 85 NET 16.08.2024
/ DE000JB71M65
JP Morgan Call 85 NET 16.08.2024/ DE000JB71M65 /
| 2024-06-18 4:27:31 PM |
Chg.+0.050 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
+14.29% |
-
Bid Size: - |
-
Ask Size: - |
Cloudflare Inc |
85.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JB71M6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cloudflare Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.49 |
| Parity: |
-0.68 |
| Time value: |
0.41 |
| Break-even: |
83.24 |
| Moneyness: |
0.91 |
| Premium: |
0.15 |
| Premium p.a.: |
1.39 |
| Spread abs.: |
0.03 |
| Spread %: |
7.89% |
| Delta: |
0.40 |
| Theta: |
-0.06 |
| Omega: |
7.02 |
| Rho: |
0.04 |
Quote data
| Open: |
0.390 |
| High: |
0.400 |
| Low: |
0.390 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+90.48% |
| 1 Month |
|
|
+2.56% |
| 3 Months |
|
|
-77.01% |
| YTD |
|
|
-72.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.210 |
| 1M High / 1M Low: |
0.380 |
0.130 |
| 6M High / 6M Low: |
3.480 |
0.130 |
| High (YTD): |
2024-02-09 |
3.480 |
| Low (YTD): |
2024-06-04 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.268 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.265 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.314 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
361.78% |
| Volatility 6M: |
|
275.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
