JP Morgan Call 270 AP3 20.09.2024
/ DE000JK0YUA4
JP Morgan Call 270 AP3 20.09.2024/ DE000JK0YUA4 /
| 11/06/2024 12:37:14 |
Chg.+0.10 |
Bid15:27:15 |
Ask15:27:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.04EUR |
+5.15% |
2.01
Bid Size: 2,000 |
2.10
Ask Size: 2,000 |
AIR PROD. CHEM. ... |
270.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
JK0YUA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AIR PROD. CHEM. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
25/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.25 |
| Parity: |
-0.77 |
| Time value: |
2.20 |
| Break-even: |
292.00 |
| Moneyness: |
0.97 |
| Premium: |
0.11 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.10 |
| Spread %: |
4.76% |
| Delta: |
0.51 |
| Theta: |
-0.13 |
| Omega: |
6.13 |
| Rho: |
0.31 |
Quote data
| Open: |
2.04 |
| High: |
2.04 |
| Low: |
2.04 |
| Previous Close: |
1.94 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+56.92% |
| 1 Month |
|
|
+200.00% |
| 3 Months |
|
|
+134.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.94 |
1.30 |
| 1M High / 1M Low: |
1.94 |
0.60 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
