JP Morgan Call 70 BK 20.12.2024
/ DE000JK5JPH9
JP Morgan Call 70 BK 20.12.2024/ DE000JK5JPH9 /
| 24/09/2024 11:38:05 |
Chg.- |
Bid08:08:43 |
Ask08:08:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
- |
0.380
Bid Size: 7,500 |
0.400
Ask Size: 7,500 |
Bank of New York Mel... |
70.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JK5JPH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Bank of New York Mellon Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
25/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.16 |
| Parity: |
0.19 |
| Time value: |
0.20 |
| Break-even: |
66.96 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
4.76% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
10.92 |
| Rho: |
0.09 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.44% |
| 1 Month |
|
|
+168.75% |
| 3 Months |
|
|
+451.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.360 |
| 1M High / 1M Low: |
0.450 |
0.170 |
| 6M High / 6M Low: |
0.450 |
0.045 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.418 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.281 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.127 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.51% |
| Volatility 6M: |
|
231.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
