JP Morgan Call 120 SWKS 16.01.2026
/ DE000JK6KGW3
JP Morgan Call 120 SWKS 16.01.202.../ DE000JK6KGW3 /
| 2024-09-20 8:30:22 AM |
Chg.+0.050 |
Bid6:38:19 PM |
Ask6:38:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+5.56% |
0.890
Bid Size: 75,000 |
0.930
Ask Size: 75,000 |
Skyworks Solutions I... |
120.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
JK6KGW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 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: |
8.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.31 |
| Parity: |
-1.84 |
| Time value: |
1.05 |
| Break-even: |
118.03 |
| Moneyness: |
0.83 |
| Premium: |
0.32 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.10 |
| Spread %: |
10.53% |
| Delta: |
0.46 |
| Theta: |
-0.02 |
| Omega: |
3.86 |
| Rho: |
0.40 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.950 |
| Previous Close: |
0.900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.52% |
| 1 Month |
|
|
-30.15% |
| 3 Months |
|
|
-34.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.890 |
| 1M High / 1M Low: |
1.430 |
0.890 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.970 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.187 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
