JP Morgan Call 100 CL 15.11.2024
/ DE000JK7GSF9
JP Morgan Call 100 CL 15.11.2024/ DE000JK7GSF9 /
| 7/30/2024 12:24:12 PM |
Chg.+0.070 |
Bid5:49:11 PM |
Ask5:49:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+17.95% |
0.410
Bid Size: 100,000 |
0.420
Ask Size: 100,000 |
Colgate Palmolive Co |
100.00 USD |
11/15/2024 |
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: |
11/15/2024 |
| Issue date: |
4/2/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.13 |
| Parity: |
0.08 |
| Time value: |
0.38 |
| Break-even: |
97.03 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
2.22% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
12.11 |
| Rho: |
0.15 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.29% |
| 1 Month |
|
|
+27.78% |
| 3 Months |
|
|
+206.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.230 |
| 1M High / 1M Low: |
0.390 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.308 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.296 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
277.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
