JP Morgan Call 85 CPA 15.11.2024
/ DE000JK7ATR5
JP Morgan Call 85 CPA 15.11.2024/ DE000JK7ATR5 /
| 2024-08-27 11:52:01 AM |
Chg.- |
Bid8:01:04 AM |
Ask8:01:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.89EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
COLGATE-PALMOLIVE ... |
85.00 - |
2024-11-15 |
Call |
Master data
| WKN: |
JK7ATR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
COLGATE-PALMOLIVE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 - |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-04-15 |
| Last trading day: |
2024-08-30 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
1.08 |
| Historic volatility: |
0.13 |
| Parity: |
0.80 |
| Time value: |
1.09 |
| Break-even: |
103.90 |
| Moneyness: |
1.09 |
| Premium: |
0.12 |
| Premium p.a.: |
1.18 |
| Spread abs.: |
-0.07 |
| Spread %: |
-3.57% |
| Delta: |
0.67 |
| Theta: |
-0.14 |
| Omega: |
3.29 |
| Rho: |
0.06 |
Quote data
| Open: |
1.89 |
| High: |
1.89 |
| Low: |
1.89 |
| Previous Close: |
1.85 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+4.42% |
| 3 Months |
|
|
+42.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.89 |
1.85 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
