JP Morgan Call 61 TCOM 20.12.2024
/ DE000JK96V07
JP Morgan Call 61 TCOM 20.12.2024/ DE000JK96V07 /
| 26/09/2024 10:15:49 |
Chg.+0.060 |
Bid16:52:57 |
Ask16:52:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+54.55% |
0.210
Bid Size: 125,000 |
0.220
Ask Size: 125,000 |
Trip com Group Ltd |
61.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JK96V0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Trip com Group Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
61.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
16/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
38.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.32 |
| Parity: |
-0.89 |
| Time value: |
0.12 |
| Break-even: |
56.01 |
| Moneyness: |
0.84 |
| Premium: |
0.22 |
| Premium p.a.: |
1.35 |
| Spread abs.: |
0.02 |
| Spread %: |
20.00% |
| Delta: |
0.24 |
| Theta: |
-0.02 |
| Omega: |
9.07 |
| Rho: |
0.02 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+295.35% |
| 1 Month |
|
|
+466.67% |
| 3 Months |
|
|
-5.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.043 |
| 1M High / 1M Low: |
0.110 |
0.030 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.070 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.056 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
345.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
