JP Morgan Call 120 DUK 16.01.2026
/ DE000JK59EP1
JP Morgan Call 120 DUK 16.01.2026/ DE000JK59EP1 /
| 12/11/2024 09:00:19 |
Chg.-0.050 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-5.32% |
-
Bid Size: - |
-
Ask Size: - |
Duke Energy Corp New |
120.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
JK59EP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Duke Energy Corp New |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
04/04/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.15 |
| Parity: |
-0.71 |
| Time value: |
0.99 |
| Break-even: |
122.44 |
| Moneyness: |
0.94 |
| Premium: |
0.16 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.10 |
| Spread %: |
11.24% |
| Delta: |
0.51 |
| Theta: |
-0.02 |
| Omega: |
5.44 |
| Rho: |
0.52 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.30% |
| 1 Month |
|
|
-5.32% |
| 3 Months |
|
|
-14.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.820 |
| 1M High / 1M Low: |
1.340 |
0.820 |
| 6M High / 6M Low: |
1.340 |
0.500 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.944 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.100 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.867 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.15% |
| Volatility 6M: |
|
101.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
