JP Morgan Call 115 SWKS 16.01.2026
/ DE000JK6KGV5
JP Morgan Call 115 SWKS 16.01.202.../ DE000JK6KGV5 /
2024-09-20 8:30:22 AM |
Chg.+0.01 |
Bid10:50:14 AM |
Ask10:50:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.08EUR |
+0.93% |
1.05 Bid Size: 5,000 |
1.15 Ask Size: 5,000 |
Skyworks Solutions I... |
115.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
JK6KGV |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Skyworks Solutions Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
115.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2024-04-03 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.90 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.31 |
Parity: |
-1.39 |
Time value: |
1.07 |
Break-even: |
113.72 |
Moneyness: |
0.86 |
Premium: |
0.28 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.09 |
Spread %: |
9.17% |
Delta: |
0.48 |
Theta: |
-0.02 |
Omega: |
4.01 |
Rho: |
0.43 |
Quote data
Open: |
1.08 |
High: |
1.08 |
Low: |
1.08 |
Previous Close: |
1.07 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.24% |
1 Month |
|
|
-29.41% |
3 Months |
|
|
-33.74% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.26 |
1.02 |
1M High / 1M Low: |
1.61 |
1.02 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.11 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.34 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
129.88% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |