JP Morgan Call 75 ON 18.10.2024
/ DE000JK47A36
JP Morgan Call 75 ON 18.10.2024/ DE000JK47A36 /
2024-09-20 11:30:03 AM |
Chg.-0.050 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
-17.86% |
- Bid Size: - |
- Ask Size: - |
ON Semiconductor |
75.00 USD |
2024-10-18 |
Call |
Master data
WKN: |
JK47A3 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
ON Semiconductor |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 USD |
Maturity: |
2024-10-18 |
Issue date: |
2024-03-01 |
Last trading day: |
2024-10-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
40.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.45 |
Parity: |
-0.49 |
Time value: |
0.15 |
Break-even: |
68.71 |
Moneyness: |
0.93 |
Premium: |
0.10 |
Premium p.a.: |
2.74 |
Spread abs.: |
0.02 |
Spread %: |
13.33% |
Delta: |
0.31 |
Theta: |
-0.05 |
Omega: |
12.75 |
Rho: |
0.01 |
Quote data
Open: |
0.230 |
High: |
0.230 |
Low: |
0.230 |
Previous Close: |
0.280 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.00% |
1 Month |
|
|
-54.00% |
3 Months |
|
|
-45.24% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.210 |
1M High / 1M Low: |
0.620 |
0.170 |
6M High / 6M Low: |
1.080 |
0.170 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.238 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.350 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.580 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
362.81% |
Volatility 6M: |
|
340.46% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |