JP Morgan Call 260 AP3 20.09.2024
/ DE000JK066X1
JP Morgan Call 260 AP3 20.09.2024/ DE000JK066X1 /
| 10/06/2024 12:48:25 |
Chg.- |
Bid11:30:53 |
Ask11:30:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.53EUR |
- |
2.71
Bid Size: 2,000 |
2.81
Ask Size: 2,000 |
AIR PROD. CHEM. ... |
260.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
JK066X |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AIR PROD. CHEM. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
26/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.64 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.25 |
| Parity: |
0.23 |
| Time value: |
2.69 |
| Break-even: |
289.20 |
| Moneyness: |
1.01 |
| Premium: |
0.10 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.15 |
| Spread %: |
5.42% |
| Delta: |
0.58 |
| Theta: |
-0.14 |
| Omega: |
5.21 |
| Rho: |
0.34 |
Quote data
| Open: |
2.51 |
| High: |
2.53 |
| Low: |
2.51 |
| Previous Close: |
2.48 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.76% |
| 1 Month |
|
|
+148.04% |
| 3 Months |
|
|
+114.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.53 |
1.85 |
| 1M High / 1M Low: |
2.53 |
0.91 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
