JP Morgan Call 22 GEN 18.10.2024
/ DE000JK267B1
JP Morgan Call 22 GEN 18.10.2024/ DE000JK267B1 /
| 6/10/2024 8:59:18 AM |
Chg.-0.030 |
Bid7:33:11 PM |
Ask7:33:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-7.32% |
0.360
Bid Size: 200,000 |
0.370
Ask Size: 200,000 |
Gen Digital Inc |
22.00 USD |
10/18/2024 |
Call |
Master data
| WKN: |
JK267B |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Gen Digital Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
2/6/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
0.25 |
| Time value: |
0.12 |
| Break-even: |
24.12 |
| Moneyness: |
1.12 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
5.26% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
4.62 |
| Rho: |
0.05 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.00% |
| 1 Month |
|
|
+90.00% |
| 3 Months |
|
|
+31.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.390 |
| 1M High / 1M Low: |
0.440 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.406 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.389 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
