JP Morgan Call 116 SY1 19.07.2024
/ DE000JK83ZZ5
JP Morgan Call 116 SY1 19.07.2024/ DE000JK83ZZ5 /
| 2024-07-11 4:26:10 PM |
Chg.+0.002 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.073EUR |
+2.82% |
-
Bid Size: - |
-
Ask Size: - |
SYMRISE AG INH. O.N. |
116.00 EUR |
2024-07-19 |
Call |
Master data
| WKN: |
JK83ZZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SYMRISE AG INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
116.00 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-04-24 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
103.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
-0.21 |
| Time value: |
0.11 |
| Break-even: |
117.10 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
2.54 |
| Spread abs.: |
0.04 |
| Spread %: |
48.65% |
| Delta: |
0.35 |
| Theta: |
-0.12 |
| Omega: |
36.01 |
| Rho: |
0.01 |
Quote data
| Open: |
0.054 |
| High: |
0.073 |
| Low: |
0.038 |
| Previous Close: |
0.071 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.17% |
| 1 Month |
|
|
-43.85% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.071 |
| 1M High / 1M Low: |
0.270 |
0.071 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.089 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.176 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
370.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
