JP Morgan Call 120 SWKS 15.11.2024
/ DE000JB9A3P6
JP Morgan Call 120 SWKS 15.11.202.../ DE000JB9A3P6 /
| 2024-06-12 8:28:24 AM |
Chg.+0.040 |
Bid4:13:01 PM |
Ask4:13:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
+28.57% |
0.270
Bid Size: 75,000 |
0.290
Ask Size: 75,000 |
Skyworks Solutions I... |
120.00 USD |
2024-11-15 |
Call |
Master data
| WKN: |
JB9A3P |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
37.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.29 |
| Parity: |
-2.21 |
| Time value: |
0.24 |
| Break-even: |
114.13 |
| Moneyness: |
0.80 |
| Premium: |
0.27 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.06 |
| Spread %: |
33.33% |
| Delta: |
0.22 |
| Theta: |
-0.02 |
| Omega: |
8.31 |
| Rho: |
0.07 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.140 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+63.64% |
| 1 Month |
|
|
+28.57% |
| 3 Months |
|
|
-76.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.100 |
| 1M High / 1M Low: |
0.170 |
0.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.118 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.130 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
272.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
