JP Morgan Call 110 TXT 20.12.2024
/ DE000JK85PS6
JP Morgan Call 110 TXT 20.12.2024/ DE000JK85PS6 /
2024-08-16 12:27:19 PM |
Chg.+0.012 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.066EUR |
+22.22% |
- Bid Size: - |
- Ask Size: - |
Textron Inc |
110.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
JK85PS |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Textron Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-19 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
91.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.20 |
Parity: |
-2.02 |
Time value: |
0.09 |
Break-even: |
101.12 |
Moneyness: |
0.80 |
Premium: |
0.26 |
Premium p.a.: |
0.97 |
Spread abs.: |
0.02 |
Spread %: |
29.85% |
Delta: |
0.13 |
Theta: |
-0.01 |
Omega: |
12.14 |
Rho: |
0.03 |
Quote data
Open: |
0.066 |
High: |
0.066 |
Low: |
0.066 |
Previous Close: |
0.054 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.54% |
1 Month |
|
|
-67.00% |
3 Months |
|
|
-56.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.069 |
0.053 |
1M High / 1M Low: |
0.200 |
0.052 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.060 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.116 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
293.46% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |