JP Morgan Call 15 VFC 16.08.2024
/ DE000JK3U6C0
JP Morgan Call 15 VFC 16.08.2024/ DE000JK3U6C0 /
| 2024-06-06 2:01:53 PM |
Chg.+0.006 |
Bid2024-06-06 |
Ask2024-06-06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.067EUR |
+9.84% |
0.067
Bid Size: 30,000 |
0.077
Ask Size: 30,000 |
VF Corporation |
15.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JK3U6C |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
VF Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-02-09 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.51 |
| Parity: |
-0.14 |
| Time value: |
0.07 |
| Break-even: |
14.52 |
| Moneyness: |
0.90 |
| Premium: |
0.17 |
| Premium p.a.: |
1.26 |
| Spread abs.: |
0.01 |
| Spread %: |
14.49% |
| Delta: |
0.39 |
| Theta: |
-0.01 |
| Omega: |
6.61 |
| Rho: |
0.01 |
Quote data
| Open: |
0.067 |
| High: |
0.067 |
| Low: |
0.067 |
| Previous Close: |
0.061 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+97.06% |
| 1 Month |
|
|
-10.67% |
| 3 Months |
|
|
-74.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.080 |
0.034 |
| 1M High / 1M Low: |
0.088 |
0.025 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.063 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.065 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
424.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
