JP Morgan Call 145 A 15.11.2024
/ DE000JK4AN53
JP Morgan Call 145 A 15.11.2024/ DE000JK4AN53 /
| 6/24/2024 8:48:34 AM |
Chg.0.000 |
Bid9:58:59 PM |
Ask9:58:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
0.00% |
0.550
Bid Size: 3,000 |
0.610
Ask Size: 3,000 |
Agilent Technologies |
145.00 USD |
11/15/2024 |
Call |
Master data
| WKN: |
JK4AN5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
3/19/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
-1.10 |
| Time value: |
0.52 |
| Break-even: |
140.91 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.06 |
| Spread %: |
12.00% |
| Delta: |
0.38 |
| Theta: |
-0.03 |
| Omega: |
8.99 |
| Rho: |
0.17 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.43% |
| 1 Month |
|
|
-68.59% |
| 3 Months |
|
|
-70.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.370 |
| 1M High / 1M Low: |
1.560 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.476 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.673 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
266.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
