JP Morgan Call 78 SCHW 21.06.2024
/ DE000JK6R0X1
JP Morgan Call 78 SCHW 21.06.2024/ DE000JK6R0X1 /
| 2024-05-16 10:56:05 AM |
Chg.+0.080 |
Bid5:54:25 PM |
Ask5:54:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+38.10% |
0.220
Bid Size: 150,000 |
0.230
Ask Size: 150,000 |
Charles Schwab Corpo... |
78.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JK6R0X |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Charles Schwab Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
78.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.26 |
| Parity: |
0.06 |
| Time value: |
0.22 |
| Break-even: |
74.44 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
0.58 |
| Theta: |
-0.04 |
| Omega: |
14.89 |
| Rho: |
0.04 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.210 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+70.59% |
| 1 Month |
|
|
+141.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.110 |
| 1M High / 1M Low: |
0.210 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.156 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.157 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
402.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
