JP Morgan Call 36 AI 16.08.2024
/ DE000JK3JGK7
JP Morgan Call 36 AI 16.08.2024/ DE000JK3JGK7 /
| 5/31/2024 12:22:17 PM |
Chg.0.000 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
C3 AI Inc |
36.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
JK3JGK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
C3 AI Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
2/28/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.66 |
| Parity: |
-0.59 |
| Time value: |
0.15 |
| Break-even: |
34.66 |
| Moneyness: |
0.82 |
| Premium: |
0.27 |
| Premium p.a.: |
2.17 |
| Spread abs.: |
0.02 |
| Spread %: |
14.29% |
| Delta: |
0.32 |
| Theta: |
-0.02 |
| Omega: |
5.90 |
| Rho: |
0.02 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.110 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.24% |
| 1 Month |
|
|
+34.15% |
| 3 Months |
|
|
-84.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.075 |
| 1M High / 1M Low: |
0.150 |
0.075 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.090 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.107 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
299.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
