JP Morgan Call 12 F 19.07.2024
/ DE000JK28SD2
JP Morgan Call 12 F 19.07.2024/ DE000JK28SD2 /
| 2024-05-24 9:27:07 AM |
Chg.- |
Bid11:04:38 AM |
Ask11:04:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
- |
0.580
Bid Size: 3,000 |
0.650
Ask Size: 3,000 |
Ford Motor Company |
12.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JK28SD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-02-28 |
| Last trading day: |
2024-07-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.30 |
| Parity: |
0.15 |
| Time value: |
0.49 |
| Break-even: |
11.70 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.05 |
| Spread %: |
8.47% |
| Delta: |
0.59 |
| Theta: |
-0.01 |
| Omega: |
10.26 |
| Rho: |
0.01 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.31% |
| 1 Month |
|
|
-54.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.570 |
| 1M High / 1M Low: |
1.160 |
0.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.614 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.767 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
