JP Morgan Call 1060 NFLX 20.12.2024
/ DE000JK5YQ69
JP Morgan Call 1060 NFLX 20.12.20.../ DE000JK5YQ69 /
| 7/5/2024 10:43:31 AM |
Chg.+0.010 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+3.03% |
-
Bid Size: - |
-
Ask Size: - |
Netflix Inc |
1,060.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JK5YQ6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Netflix Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,060.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
3/22/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
135.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.31 |
| Parity: |
-34.07 |
| Time value: |
0.47 |
| Break-even: |
982.61 |
| Moneyness: |
0.65 |
| Premium: |
0.54 |
| Premium p.a.: |
1.58 |
| Spread abs.: |
0.09 |
| Spread %: |
23.68% |
| Delta: |
0.07 |
| Theta: |
-0.07 |
| Omega: |
9.64 |
| Rho: |
0.19 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.53% |
| 1 Month |
|
|
+36.00% |
| 3 Months |
|
|
-34.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.290 |
| 1M High / 1M Low: |
0.450 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.322 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.315 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
