JP Morgan Call 130 AWC 20.09.2024
/ DE000JK3DU45
JP Morgan Call 130 AWC 20.09.2024/ DE000JK3DU45 /
| 8/8/2024 9:53:44 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.33EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMERICAN WATER WKS D... |
130.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
JK3DU4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AMERICAN WATER WKS DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
2/15/2024 |
| Last trading day: |
8/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
1.38 |
| Historic volatility: |
0.20 |
| Parity: |
0.01 |
| Time value: |
1.40 |
| Break-even: |
144.10 |
| Moneyness: |
1.00 |
| Premium: |
0.11 |
| Premium p.a.: |
13.48 |
| Spread abs.: |
0.07 |
| Spread %: |
5.22% |
| Delta: |
0.56 |
| Theta: |
-0.50 |
| Omega: |
5.13 |
| Rho: |
0.02 |
Quote data
| Open: |
1.33 |
| High: |
1.33 |
| Low: |
1.33 |
| Previous Close: |
1.45 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-5.67% |
| 3 Months |
|
|
+92.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.45 |
1.33 |
| 6M High / 6M Low: |
1.45 |
0.19 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.62 |
| Avg. volume 6M: |
|
18.35 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.24% |
| Volatility 6M: |
|
220.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
