JP Morgan Call 130 SWKS 16.01.202.../  DE000JK6KGY9  /

EUWAX
2024-06-18  8:29:52 AM Chg.+0.08 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.17EUR +7.34% -
Bid Size: -
-
Ask Size: -
Skyworks Solutions I... 130.00 USD 2026-01-16 Call
 

Master data

WKN: JK6KGY
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Call
Strike price: 130.00 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: 7.50
Leverage: Yes

Calculated values

Fair value: 0.91
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.29
Parity: -2.21
Time value: 1.32
Break-even: 134.24
Moneyness: 0.82
Premium: 0.36
Premium p.a.: 0.21
Spread abs.: 0.15
Spread %: 12.82%
Delta: 0.47
Theta: -0.02
Omega: 3.55
Rho: 0.53
 

Quote data

Open: 1.17
High: 1.17
Low: 1.17
Previous Close: 1.09
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+82.81%
1 Month  
+74.63%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.14 0.64
1M High / 1M Low: 1.14 0.55
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.92
Avg. volume 1W:   0.00
Avg. price 1M:   0.68
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   175.65%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -