JP Morgan Call 165 CLX 18.10.2024
/ DE000JK2N5K5
JP Morgan Call 165 CLX 18.10.2024/ DE000JK2N5K5 /
| 2024-09-20 10:37:19 AM |
Chg.- |
Bid10:14:06 AM |
Ask10:14:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
- |
0.360
Bid Size: 3,000 |
0.420
Ask Size: 3,000 |
Clorox Co |
165.00 USD |
2024-10-18 |
Call |
Master data
| WKN: |
JK2N5K |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Clorox Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
38.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
-0.15 |
| Time value: |
0.38 |
| Break-even: |
151.62 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.05 |
| Spread %: |
16.67% |
| Delta: |
0.47 |
| Theta: |
-0.09 |
| Omega: |
18.36 |
| Rho: |
0.04 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.46% |
| 1 Month |
|
|
+106.67% |
| 3 Months |
|
|
+158.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.310 |
| 1M High / 1M Low: |
0.660 |
0.150 |
| 6M High / 6M Low: |
0.880 |
0.043 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.421 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.271 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
360.89% |
| Volatility 6M: |
|
318.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
