JP Morgan Call 116 SY1 21.06.2024
/ DE000JK6E1P0
JP Morgan Call 116 SY1 21.06.2024/ DE000JK6E1P0 /
| 2024-06-07 5:19:31 PM |
Chg.+0.002 |
Bid6:32:02 PM |
Ask6:32:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.025EUR |
+8.70% |
0.027
Bid Size: 5,000 |
0.077
Ask Size: 5,000 |
SYMRISE AG INH. O.N. |
116.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
JK6E1P |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SYMRISE AG INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
116.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
166.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
-0.63 |
| Time value: |
0.07 |
| Break-even: |
116.66 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
3.97 |
| Spread abs.: |
0.04 |
| Spread %: |
153.85% |
| Delta: |
0.19 |
| Theta: |
-0.07 |
| Omega: |
31.37 |
| Rho: |
0.01 |
Quote data
| Open: |
0.019 |
| High: |
0.025 |
| Low: |
0.019 |
| Previous Close: |
0.023 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.56% |
| 1 Month |
|
|
-3.85% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.044 |
0.023 |
| 1M High / 1M Low: |
0.048 |
0.006 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.035 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.022 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
744.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
