JP Morgan Call 22 S 16.08.2024
/ DE000JK87LC5
JP Morgan Call 22 S 16.08.2024/ DE000JK87LC5 /
6/17/2024 9:35:23 AM |
Chg.0.000 |
Bid7:23:36 PM |
Ask7:23:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.059EUR |
0.00% |
0.054 Bid Size: 200,000 |
0.064 Ask Size: 200,000 |
SentinelOne Inc |
22.00 USD |
8/16/2024 |
Call |
Master data
WKN: |
JK87LC |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
SentinelOne Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
22.00 USD |
Maturity: |
8/16/2024 |
Issue date: |
5/2/2024 |
Last trading day: |
8/15/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
24.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.62 |
Historic volatility: |
0.50 |
Parity: |
-0.33 |
Time value: |
0.07 |
Break-even: |
21.26 |
Moneyness: |
0.84 |
Premium: |
0.23 |
Premium p.a.: |
2.56 |
Spread abs.: |
0.01 |
Spread %: |
16.67% |
Delta: |
0.29 |
Theta: |
-0.01 |
Omega: |
7.18 |
Rho: |
0.01 |
Quote data
Open: |
0.059 |
High: |
0.059 |
Low: |
0.059 |
Previous Close: |
0.059 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+34.09% |
1 Month |
|
|
-80.33% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.059 |
0.043 |
1M High / 1M Low: |
0.310 |
0.039 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.050 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.152 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
368.32% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |