JP Morgan Call 7 UAA 18.10.2024
/ DE000JK6RV03
JP Morgan Call 7 UAA 18.10.2024/ DE000JK6RV03 /
| 21/05/2024 10:49:35 |
Chg.-0.130 |
Bid10:55:54 |
Ask10:55:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-19.70% |
0.540
Bid Size: 2,000 |
0.840
Ask Size: 2,000 |
Under Armour Inc |
7.00 USD |
18/10/2024 |
Call |
Master data
| WKN: |
JK6RV0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Under Armour Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
28/03/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.36 |
| Parity: |
-0.28 |
| Time value: |
0.84 |
| Break-even: |
7.29 |
| Moneyness: |
0.96 |
| Premium: |
0.18 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.30 |
| Spread %: |
55.56% |
| Delta: |
0.54 |
| Theta: |
0.00 |
| Omega: |
4.00 |
| Rho: |
0.01 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.660 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.91% |
| 1 Month |
|
|
-23.19% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.560 |
| 1M High / 1M Low: |
0.810 |
0.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.712 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.734 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
