JP Morgan Call 220 MKTX 16.08.2024
/ DE000JK3TN20
JP Morgan Call 220 MKTX 16.08.202.../ DE000JK3TN20 /
| 6/14/2024 8:58:54 AM |
Chg.-0.006 |
Bid1:30:34 PM |
Ask1:30:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.063EUR |
-8.70% |
0.059
Bid Size: 5,000 |
0.120
Ask Size: 5,000 |
MarketAxess Holdings... |
220.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
JK3TN2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MarketAxess Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
2/6/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.33 |
| Parity: |
-0.19 |
| Time value: |
0.12 |
| Break-even: |
216.89 |
| Moneyness: |
0.91 |
| Premium: |
0.17 |
| Premium p.a.: |
1.46 |
| Spread abs.: |
0.06 |
| Spread %: |
87.50% |
| Delta: |
0.41 |
| Theta: |
-0.15 |
| Omega: |
6.29 |
| Rho: |
0.11 |
Quote data
| Open: |
0.063 |
| High: |
0.063 |
| Low: |
0.063 |
| Previous Close: |
0.069 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.52% |
| 1 Month |
|
|
-42.73% |
| 3 Months |
|
|
-75.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.092 |
0.055 |
| 1M High / 1M Low: |
0.160 |
0.055 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.067 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.102 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
368.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
