JP Morgan Call 60 BK 20.12.2024
/ DE000JK2WKU3
JP Morgan Call 60 BK 20.12.2024/ DE000JK2WKU3 /
| 2024-09-20 11:20:41 AM |
Chg.-0.05 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.13EUR |
-4.24% |
-
Bid Size: - |
-
Ask Size: - |
Bank of New York Mel... |
60.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JK2WKU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Bank of New York Mellon Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-12 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.16 |
| Parity: |
1.06 |
| Time value: |
0.10 |
| Break-even: |
65.35 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
2.65% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
4.96 |
| Rho: |
0.11 |
Quote data
| Open: |
1.13 |
| High: |
1.13 |
| Low: |
1.13 |
| Previous Close: |
1.18 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.95% |
| 1 Month |
|
|
+68.66% |
| 3 Months |
|
|
+242.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.18 |
0.91 |
| 1M High / 1M Low: |
1.18 |
0.67 |
| 6M High / 6M Low: |
1.18 |
0.20 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.86 |
| Avg. volume 1M: |
|
90.91 |
| Avg. price 6M: |
|
0.48 |
| Avg. volume 6M: |
|
31.50 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.50% |
| Volatility 6M: |
|
152.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
