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JP Morgan Call 23 KraneShs CSI Ch.../  DE000JK064G1  /

EUWAX
5/20/2024  11:54:06 AM Chg.- Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.880EUR - -
Bid Size: -		 -
Ask Size: -		 - 23.00 - 8/16/2024 Call
 

Master data

WKN: JK064G
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 23.00 -
Maturity: 8/16/2024
Issue date: 1/24/2024
Last trading day: 5/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.10
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.42
Implied volatility: 1.40
Historic volatility: 0.32
Parity: 0.42
Time value: 0.46
Break-even: 31.80
Moneyness: 1.18
Premium: 0.17
Premium p.a.: 1.06
Spread abs.: 0.01
Spread %: 1.15%
Delta: 0.73
Theta: -0.04
Omega: 2.24
Rho: 0.02
 

Quote data

Open: 0.880
High: 0.880
Low: 0.880
Previous Close: 0.880
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+49.15%
3 Months  
+104.65%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.880 0.590
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.751
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   96.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -