JP Morgan Call 120 OKTA 20.12.2024
/ DE000JK46CK3
JP Morgan Call 120 OKTA 20.12.202.../ DE000JK46CK3 /
7/12/2024 12:13:39 PM |
Chg.+0.020 |
Bid8:13:06 PM |
Ask8:13:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.340EUR |
+6.25% |
0.380 Bid Size: 50,000 |
0.400 Ask Size: 50,000 |
Okta Inc |
120.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
JK46CK |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Okta Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
3/4/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
20.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.41 |
Parity: |
-2.46 |
Time value: |
0.41 |
Break-even: |
114.45 |
Moneyness: |
0.78 |
Premium: |
0.33 |
Premium p.a.: |
0.92 |
Spread abs.: |
0.08 |
Spread %: |
24.24% |
Delta: |
0.28 |
Theta: |
-0.03 |
Omega: |
5.89 |
Rho: |
0.09 |
Quote data
Open: |
0.340 |
High: |
0.340 |
Low: |
0.340 |
Previous Close: |
0.320 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+6.25% |
3 Months |
|
|
-63.44% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.320 |
1M High / 1M Low: |
0.460 |
0.210 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.386 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.309 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
243.90% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |