JP Morgan Call 115 AWK 20.09.2024
/ DE000JK7GWK1
JP Morgan Call 115 AWK 20.09.2024/ DE000JK7GWK1 /
| 2024-06-17 8:49:39 AM |
Chg.+0.01 |
Bid9:04:05 AM |
Ask9:04:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.55EUR |
+0.65% |
1.54
Bid Size: 3,000 |
1.61
Ask Size: 3,000 |
American Water Works |
115.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JK7GWK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Water Works |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-16 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
1.34 |
| Time value: |
0.29 |
| Break-even: |
123.75 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.07 |
| Spread %: |
4.49% |
| Delta: |
0.82 |
| Theta: |
-0.03 |
| Omega: |
6.07 |
| Rho: |
0.22 |
Quote data
| Open: |
1.55 |
| High: |
1.55 |
| Low: |
1.55 |
| Previous Close: |
1.54 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.44% |
| 1 Month |
|
|
-22.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.54 |
1.45 |
| 1M High / 1M Low: |
2.00 |
1.09 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
