JP Morgan Call 235 SND 19.07.2024
/ DE000JK8C338
JP Morgan Call 235 SND 19.07.2024/ DE000JK8C338 /
| 2024-05-17 11:08:34 AM |
Chg.-0.230 |
Bid7:11:37 PM |
Ask7:11:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-33.82% |
0.520
Bid Size: 2,000 |
0.720
Ask Size: 2,000 |
SCHNEIDER ELEC. INH.... |
235.00 EUR |
2024-07-19 |
Call |
Master data
| WKN: |
JK8C33 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
235.00 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-04-25 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
24.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
-0.22 |
| Time value: |
0.96 |
| Break-even: |
244.60 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.30 |
| Spread %: |
45.45% |
| Delta: |
0.51 |
| Theta: |
-0.09 |
| Omega: |
12.41 |
| Rho: |
0.19 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.680 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.82% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.660 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.694 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
