JP Morgan Call 95 DUK 19.07.2024
/ DE000JB5HLV4
JP Morgan Call 95 DUK 19.07.2024/ DE000JB5HLV4 /
| 6/10/2024 10:58:10 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Duke Energy Corp New |
95.00 - |
7/19/2024 |
Call |
Master data
| WKN: |
JB5HLV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Duke Energy Corp New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
7/19/2024 |
| Issue date: |
11/20/2023 |
| Last trading day: |
6/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.15 |
| Parity: |
-0.11 |
| Time value: |
0.88 |
| Break-even: |
103.80 |
| Moneyness: |
0.99 |
| Premium: |
0.11 |
| Premium p.a.: |
2.27 |
| Spread abs.: |
0.06 |
| Spread %: |
7.32% |
| Delta: |
0.53 |
| Theta: |
-0.15 |
| Omega: |
5.70 |
| Rho: |
0.04 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-6.82% |
| 3 Months |
|
|
+49.09% |
| YTD |
|
|
+1.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.010 |
0.660 |
| 6M High / 6M Low: |
1.010 |
0.350 |
| High (YTD): |
5/22/2024 |
1.010 |
| Low (YTD): |
2/29/2024 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.856 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.656 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.85% |
| Volatility 6M: |
|
146.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
