JP Morgan Call 44 AI 16.08.2024
/ DE000JK44SP3
JP Morgan Call 44 AI 16.08.2024/ DE000JK44SP3 /
6/11/2024 12:01:04 PM |
Chg.+0.012 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.046EUR |
+35.29% |
- Bid Size: - |
- Ask Size: - |
C3 AI Inc |
44.00 USD |
8/16/2024 |
Call |
Master data
WKN: |
JK44SP |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
C3 AI Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
44.00 USD |
Maturity: |
8/16/2024 |
Issue date: |
3/1/2024 |
Last trading day: |
8/15/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
45.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.69 |
Historic volatility: |
0.65 |
Parity: |
-1.17 |
Time value: |
0.06 |
Break-even: |
41.52 |
Moneyness: |
0.71 |
Premium: |
0.43 |
Premium p.a.: |
6.09 |
Spread abs.: |
0.02 |
Spread %: |
40.82% |
Delta: |
0.16 |
Theta: |
-0.02 |
Omega: |
7.35 |
Rho: |
0.01 |
Quote data
Open: |
0.046 |
High: |
0.046 |
Low: |
0.046 |
Previous Close: |
0.034 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.00% |
1 Month |
|
|
+17.95% |
3 Months |
|
|
-82.31% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.047 |
0.034 |
1M High / 1M Low: |
0.075 |
0.034 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.040 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.049 |
Avg. volume 1M: |
|
2,390.476 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
332.90% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |