JP Morgan Call 165 A 15.11.2024
/ DE000JK4CNV3
JP Morgan Call 165 A 15.11.2024/ DE000JK4CNV3 /
| 24/06/2024 08:48:49 |
Chg.-0.010 |
Bid20:48:04 |
Ask20:48:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
-7.69% |
0.150
Bid Size: 50,000 |
0.170
Ask Size: 50,000 |
Agilent Technologies |
165.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
JK4CNV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
19/03/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
57.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
-2.97 |
| Time value: |
0.22 |
| Break-even: |
156.53 |
| Moneyness: |
0.81 |
| Premium: |
0.26 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.09 |
| Spread %: |
76.92% |
| Delta: |
0.18 |
| Theta: |
-0.02 |
| Omega: |
10.32 |
| Rho: |
0.08 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.53% |
| 1 Month |
|
|
-82.09% |
| 3 Months |
|
|
-84.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.086 |
| 1M High / 1M Low: |
0.670 |
0.086 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.121 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.217 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
332.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
