JP Morgan Call 100 DUK 18.10.2024
/ DE000JK2H827
JP Morgan Call 100 DUK 18.10.2024/ DE000JK2H827 /
| 6/18/2024 10:38:43 AM |
Chg.-0.090 |
Bid5:50:23 PM |
Ask5:50:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
-13.04% |
0.580
Bid Size: 75,000 |
0.590
Ask Size: 75,000 |
Duke Energy Corp New |
100.00 USD |
10/18/2024 |
Call |
Master data
| WKN: |
JK2H82 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Duke Energy Corp New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
2/29/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.15 |
| Parity: |
0.07 |
| Time value: |
0.58 |
| Break-even: |
99.61 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.04 |
| Spread %: |
6.56% |
| Delta: |
0.58 |
| Theta: |
-0.03 |
| Omega: |
8.41 |
| Rho: |
0.16 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.49% |
| 1 Month |
|
|
-23.08% |
| 3 Months |
|
|
+25.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.610 |
| 1M High / 1M Low: |
0.860 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.666 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.732 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
