JP Morgan Call 130 A 19.07.2024
/ DE000JK3J151
JP Morgan Call 130 A 19.07.2024/ DE000JK3J151 /
16/07/2024 09:48:18 |
Chg.-0.100 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
-31.25% |
- Bid Size: - |
- Ask Size: - |
Agilent Technologies |
130.00 USD |
19/07/2024 |
Call |
Master data
WKN: |
JK3J15 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Agilent Technologies |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 USD |
Maturity: |
19/07/2024 |
Issue date: |
28/02/2024 |
Last trading day: |
18/07/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
48.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.09 |
Implied volatility: |
0.45 |
Historic volatility: |
0.25 |
Parity: |
0.09 |
Time value: |
0.16 |
Break-even: |
121.76 |
Moneyness: |
1.01 |
Premium: |
0.01 |
Premium p.a.: |
3.76 |
Spread abs.: |
0.05 |
Spread %: |
22.73% |
Delta: |
0.59 |
Theta: |
-0.33 |
Omega: |
28.42 |
Rho: |
0.01 |
Quote data
Open: |
0.220 |
High: |
0.220 |
Low: |
0.220 |
Previous Close: |
0.320 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+141.76% |
1 Month |
|
|
-45.00% |
3 Months |
|
|
-84.93% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.320 |
0.067 |
1M High / 1M Low: |
0.660 |
0.067 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.178 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.333 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
834.77% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |