JP Morgan Call 260 MKTX 15.11.2024
/ DE000JK4L858
JP Morgan Call 260 MKTX 15.11.202.../ DE000JK4L858 /
| 07/06/2024 08:51:49 |
Chg.+0.017 |
Bid21:37:04 |
Ask21:37:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.061EUR |
+38.64% |
0.045
Bid Size: 50,000 |
0.130
Ask Size: 50,000 |
MarketAxess Holdings... |
260.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
JK4L85 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MarketAxess Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
19/03/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.32 |
| Parity: |
-0.50 |
| Time value: |
0.19 |
| Break-even: |
257.99 |
| Moneyness: |
0.79 |
| Premium: |
0.36 |
| Premium p.a.: |
1.02 |
| Spread abs.: |
0.14 |
| Spread %: |
250.00% |
| Delta: |
0.40 |
| Theta: |
-0.11 |
| Omega: |
3.93 |
| Rho: |
0.25 |
Quote data
| Open: |
0.061 |
| High: |
0.061 |
| Low: |
0.061 |
| Previous Close: |
0.044 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.96% |
| 1 Month |
|
|
-35.11% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.056 |
0.044 |
| 1M High / 1M Low: |
0.110 |
0.044 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.052 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.080 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
265.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
