JP Morgan Call 530 DPZ 20.12.2024
/ DE000JK9HL20
JP Morgan Call 530 DPZ 20.12.2024/ DE000JK9HL20 /
| 10/06/2024 12:12:44 |
Chg.- |
Bid13:00:31 |
Ask13:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
- |
0.470
Bid Size: 7,500 |
0.490
Ask Size: 7,500 |
Dominos Pizza Inc |
530.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JK9HL2 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Dominos Pizza Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
530.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
22/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
-0.03 |
| Time value: |
0.48 |
| Break-even: |
540.72 |
| Moneyness: |
0.99 |
| Premium: |
0.11 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
6.12% |
| Delta: |
0.57 |
| Theta: |
-0.14 |
| Omega: |
5.75 |
| Rho: |
1.21 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.87% |
| 1 Month |
|
|
-18.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.410 |
| 1M High / 1M Low: |
0.490 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.438 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.430 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
