JP Morgan Call 230 MKTX 16.08.2024
/ DE000JK3TN38
JP Morgan Call 230 MKTX 16.08.202.../ DE000JK3TN38 /
| 07/06/2024 09:03:14 |
Chg.+0.027 |
Bid21:13:28 |
Ask21:13:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.065EUR |
+71.05% |
0.046
Bid Size: 50,000 |
0.076
Ask Size: 50,000 |
MarketAxess Holdings... |
230.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
JK3TN3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MarketAxess Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
06/02/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.32 |
| Parity: |
-0.22 |
| Time value: |
0.11 |
| Break-even: |
222.19 |
| Moneyness: |
0.90 |
| Premium: |
0.17 |
| Premium p.a.: |
1.32 |
| Spread abs.: |
0.05 |
| Spread %: |
87.50% |
| Delta: |
0.38 |
| Theta: |
-0.13 |
| Omega: |
6.60 |
| Rho: |
0.12 |
Quote data
| Open: |
0.065 |
| High: |
0.065 |
| Low: |
0.065 |
| Previous Close: |
0.038 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.42% |
| 1 Month |
|
|
-35.00% |
| 3 Months |
|
|
-53.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.053 |
0.038 |
| 1M High / 1M Low: |
0.120 |
0.038 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.048 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.081 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
270.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
