JP Morgan Call 90 TXT 20.09.2024
/ DE000JK79CL2
JP Morgan Call 90 TXT 20.09.2024/ DE000JK79CL2 /
| 2024-06-14 12:50:11 PM |
Chg.-0.030 |
Bid4:55:02 PM |
Ask4:55:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-8.82% |
0.280
Bid Size: 125,000 |
0.290
Ask Size: 125,000 |
Textron Inc |
90.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JK79CL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Textron Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.22 |
| Parity: |
-0.37 |
| Time value: |
0.34 |
| Break-even: |
87.22 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
0.43 |
| Theta: |
-0.03 |
| Omega: |
10.14 |
| Rho: |
0.08 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.43% |
| 1 Month |
|
|
-38.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.310 |
| 1M High / 1M Low: |
0.530 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.332 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.430 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
