JP Morgan Call 26 AI 18.10.2024
/ DE000JK7DY96
JP Morgan Call 26 AI 18.10.2024/ DE000JK7DY96 /
| 2024-06-12 10:03:21 AM |
Chg.-0.010 |
Bid4:58:23 PM |
Ask4:58:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-1.37% |
0.780
Bid Size: 150,000 |
0.790
Ask Size: 150,000 |
C3 AI Inc |
26.00 USD |
2024-10-18 |
Call |
Master data
| WKN: |
JK7DY9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
C3 AI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.65 |
| Parity: |
0.49 |
| Time value: |
0.26 |
| Break-even: |
31.71 |
| Moneyness: |
1.20 |
| Premium: |
0.09 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
2.74% |
| Delta: |
0.75 |
| Theta: |
-0.02 |
| Omega: |
2.93 |
| Rho: |
0.05 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
+84.62% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.620 |
| 1M High / 1M Low: |
0.730 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.656 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.515 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
