JP Morgan Call 60 CTVA 20.09.2024
/ DE000JK2STD8
JP Morgan Call 60 CTVA 20.09.2024/ DE000JK2STD8 /
| 2024-06-11 9:09:05 AM |
Chg.-0.050 |
Bid7:43:09 PM |
Ask7:43:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
-26.32% |
0.160
Bid Size: 100,000 |
0.170
Ask Size: 100,000 |
Corteva Inc |
60.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JK2STD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Corteva Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-06 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.28 |
| Parity: |
-0.77 |
| Time value: |
0.16 |
| Break-even: |
57.32 |
| Moneyness: |
0.86 |
| Premium: |
0.19 |
| Premium p.a.: |
0.89 |
| Spread abs.: |
0.03 |
| Spread %: |
21.43% |
| Delta: |
0.28 |
| Theta: |
-0.02 |
| Omega: |
8.65 |
| Rho: |
0.03 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.190 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-48.15% |
| 1 Month |
|
|
-68.18% |
| 3 Months |
|
|
-65.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.190 |
| 1M High / 1M Low: |
0.440 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.236 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.314 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
