JP Morgan Call 100 CL 15.11.2024
/ DE000JK7GSF9
JP Morgan Call 100 CL 15.11.2024/ DE000JK7GSF9 /
| 30/08/2024 11:49:54 |
Chg.-0.030 |
Bid17:26:10 |
Ask17:26:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
-4.05% |
0.730
Bid Size: 100,000 |
0.740
Ask Size: 100,000 |
Colgate Palmolive Co |
100.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
JK7GSF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Colgate Palmolive Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
02/04/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.13 |
| Parity: |
0.52 |
| Time value: |
0.13 |
| Break-even: |
96.84 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.39% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
11.96 |
| Rho: |
0.15 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.740 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.52% |
| 1 Month |
|
|
+54.35% |
| 3 Months |
|
|
+446.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.620 |
| 1M High / 1M Low: |
0.740 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.674 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.550 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
