JP Morgan Call 360 EG 21.06.2024
/ DE000JK9FH77
JP Morgan Call 360 EG 21.06.2024/ DE000JK9FH77 /
| 2024-06-07 4:38:11 PM |
Chg.+0.29 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.63EUR |
+12.39% |
-
Bid Size: - |
-
Ask Size: - |
Everest Group Ltd |
360.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JK9FH7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Everest Group Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 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: |
10.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.19 |
| Intrinsic value: |
2.11 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.21 |
| Parity: |
2.11 |
| Time value: |
1.35 |
| Break-even: |
367.89 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
1.85 |
| Spread abs.: |
1.00 |
| Spread %: |
40.65% |
| Delta: |
0.68 |
| Theta: |
-0.81 |
| Omega: |
6.97 |
| Rho: |
0.07 |
Quote data
| Open: |
2.16 |
| High: |
2.63 |
| Low: |
2.16 |
| Previous Close: |
2.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.91% |
| 1 Month |
|
|
-2.59% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.15 |
2.21 |
| 1M High / 1M Low: |
3.85 |
2.09 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
