JP Morgan Call 125 AWC 20.09.2024
/ DE000JK3DU37
JP Morgan Call 125 AWC 20.09.2024/ DE000JK3DU37 /
| 8/27/2024 9:53:28 AM |
Chg.- |
Bid8:01:01 AM |
Ask8:01:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.49EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMERICAN WATER WKS D... |
125.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
JK3DU3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AMERICAN WATER WKS DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
2/15/2024 |
| Last trading day: |
8/30/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
1.38 |
| Historic volatility: |
0.20 |
| Parity: |
0.87 |
| Time value: |
0.55 |
| Break-even: |
139.20 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
10.42 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.68 |
| Theta: |
-0.71 |
| Omega: |
6.42 |
| Rho: |
0.01 |
Quote data
| Open: |
1.49 |
| High: |
1.49 |
| Low: |
1.49 |
| Previous Close: |
1.47 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-8.02% |
| 3 Months |
|
|
+79.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.68 |
1.44 |
| 6M High / 6M Low: |
1.88 |
0.31 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.99 |
| Avg. volume 6M: |
|
43.10 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.17% |
| Volatility 6M: |
|
191.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
