JP Morgan Call 165 JNJ 16.08.2024
/ DE000JK96419
JP Morgan Call 165 JNJ 16.08.2024/ DE000JK96419 /
| 2024-06-10 10:24:11 AM |
Chg.-0.002 |
Bid10:41:40 AM |
Ask10:41:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.034EUR |
-5.56% |
0.032
Bid Size: 5,000 |
0.042
Ask Size: 5,000 |
Johnson and Johnson |
165.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JK9641 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Johnson and Johnson |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-16 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
319.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.15 |
| Parity: |
-1.66 |
| Time value: |
0.04 |
| Break-even: |
153.51 |
| Moneyness: |
0.89 |
| Premium: |
0.12 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.01 |
| Spread %: |
27.78% |
| Delta: |
0.09 |
| Theta: |
-0.01 |
| Omega: |
28.54 |
| Rho: |
0.02 |
Quote data
| Open: |
0.034 |
| High: |
0.034 |
| Low: |
0.034 |
| Previous Close: |
0.036 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.53% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.040 |
0.036 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.038 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
