JP Morgan Call 150 A 19.07.2024
/ DE000JK3JFH5
JP Morgan Call 150 A 19.07.2024/ DE000JK3JFH5 /
| 25/06/2024 09:40:02 |
Chg.-0.001 |
Bid18:38:36 |
Ask18:38:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.027EUR |
-3.57% |
0.023
Bid Size: 25,000 |
0.053
Ask Size: 25,000 |
Agilent Technologies |
150.00 USD |
19/07/2024 |
Call |
Master data
| WKN: |
JK3JFH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
28/02/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
96.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.25 |
| Parity: |
-1.39 |
| Time value: |
0.13 |
| Break-even: |
141.07 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
4.66 |
| Spread abs.: |
0.10 |
| Spread %: |
381.48% |
| Delta: |
0.18 |
| Theta: |
-0.08 |
| Omega: |
17.88 |
| Rho: |
0.01 |
Quote data
| Open: |
0.027 |
| High: |
0.027 |
| Low: |
0.027 |
| Previous Close: |
0.028 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.73% |
| 1 Month |
|
|
-95.78% |
| 3 Months |
|
|
-96.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.041 |
0.022 |
| 1M High / 1M Low: |
0.660 |
0.014 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.115 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
565.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
