JP Morgan Call 15.4 DBK 21.06.2024
/ DE000JK66MN4
JP Morgan Call 15.4 DBK 21.06.202.../ DE000JK66MN4 /
| 2024-06-06 11:01:12 AM |
Chg.- |
Bid11:07:29 AM |
Ask11:07:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
- |
0.210
Bid Size: 75,000 |
0.220
Ask Size: 75,000 |
DEUTSCHE BANK AG NA ... |
15.40 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
JK66MN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BANK AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.40 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
54.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.26 |
| Parity: |
-0.14 |
| Time value: |
0.28 |
| Break-even: |
15.68 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
1.02 |
| Spread abs.: |
0.03 |
| Spread %: |
12.00% |
| Delta: |
0.46 |
| Theta: |
-0.01 |
| Omega: |
24.89 |
| Rho: |
0.00 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.38% |
| 1 Month |
|
|
-69.44% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.170 |
| 1M High / 1M Low: |
0.810 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.533 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
410.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
