JP Morgan Call 34 AR 21.06.2024
/ DE000JK77W41
JP Morgan Call 34 AR 21.06.2024/ DE000JK77W41 /
2024-06-14 12:50:07 PM |
Chg.-0.038 |
Bid1:48:06 PM |
Ask1:48:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.082EUR |
-31.67% |
0.083 Bid Size: 3,000 |
0.093 Ask Size: 3,000 |
Antero Resources Cor... |
34.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
JK77W4 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Antero Resources Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
34.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2024-04-29 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
28.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.01 |
Implied volatility: |
0.59 |
Historic volatility: |
0.35 |
Parity: |
0.01 |
Time value: |
0.10 |
Break-even: |
32.76 |
Moneyness: |
1.00 |
Premium: |
0.03 |
Premium p.a.: |
4.01 |
Spread abs.: |
0.01 |
Spread %: |
14.58% |
Delta: |
0.54 |
Theta: |
-0.08 |
Omega: |
15.46 |
Rho: |
0.00 |
Quote data
Open: |
0.082 |
High: |
0.082 |
Low: |
0.082 |
Previous Close: |
0.120 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-41.43% |
1 Month |
|
|
-48.75% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.210 |
0.120 |
1M High / 1M Low: |
0.260 |
0.120 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.156 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.172 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
397.87% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |