JP Morgan Call 160 A 15.11.2024
/ DE000JK4AN87
JP Morgan Call 160 A 15.11.2024/ DE000JK4AN87 /
2024-06-20 8:46:20 AM |
Chg.0.000 |
Bid1:50:18 PM |
Ask1:50:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.180EUR |
0.00% |
0.190 Bid Size: 2,000 |
0.250 Ask Size: 2,000 |
Agilent Technologies |
160.00 USD |
2024-11-15 |
Call |
Master data
WKN: |
JK4AN8 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Agilent Technologies |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 USD |
Maturity: |
2024-11-15 |
Issue date: |
2024-03-19 |
Last trading day: |
2024-11-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
39.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.25 |
Parity: |
-2.34 |
Time value: |
0.32 |
Break-even: |
152.04 |
Moneyness: |
0.84 |
Premium: |
0.21 |
Premium p.a.: |
0.60 |
Spread abs.: |
0.14 |
Spread %: |
78.95% |
Delta: |
0.24 |
Theta: |
-0.03 |
Omega: |
9.56 |
Rho: |
0.11 |
Quote data
Open: |
0.180 |
High: |
0.180 |
Low: |
0.180 |
Previous Close: |
0.180 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.88% |
1 Month |
|
|
-82.52% |
3 Months |
|
|
-80.65% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.180 |
0.130 |
1M High / 1M Low: |
1.030 |
0.130 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.152 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.422 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
274.94% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |