JP Morgan Call 158 GE 21.06.2024
/ DE000JK8UG70
JP Morgan Call 158 GE 21.06.2024/ DE000JK8UG70 /
| 2024-05-30 12:47:53 PM |
Chg.-0.190 |
Bid1:01:24 PM |
Ask1:01:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-20.88% |
0.720
Bid Size: 3,000 |
0.770
Ask Size: 3,000 |
GE Aerospace |
158.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JK8UG7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
GE Aerospace |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
158.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
0.52 |
| Time value: |
0.24 |
| Break-even: |
153.87 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.06 |
| Spread %: |
7.89% |
| Delta: |
0.71 |
| Theta: |
-0.10 |
| Omega: |
14.14 |
| Rho: |
0.06 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.03% |
| 1 Month |
|
|
-32.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.610 |
| 1M High / 1M Low: |
1.310 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.926 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.889 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
379.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
