JP Morgan Call 130 AWK 20.12.2024
/ DE000JT0R6K2
JP Morgan Call 130 AWK 20.12.2024/ DE000JT0R6K2 /
| 17/09/2024 08:21:34 |
Chg.+0.06 |
Bid13:52:59 |
Ask13:52:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.92EUR |
+3.23% |
1.96
Bid Size: 2,000 |
2.03
Ask Size: 2,000 |
American Water Works |
130.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JT0R6K |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Water Works |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
28/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.86 |
| Intrinsic value: |
1.72 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
1.72 |
| Time value: |
0.29 |
| Break-even: |
136.91 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.09 |
| Spread %: |
4.69% |
| Delta: |
0.84 |
| Theta: |
-0.04 |
| Omega: |
5.60 |
| Rho: |
0.24 |
Quote data
| Open: |
1.92 |
| High: |
1.92 |
| Low: |
1.92 |
| Previous Close: |
1.86 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.61% |
| 1 Month |
|
|
+26.32% |
| 3 Months |
|
|
+137.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.86 |
1.69 |
| 1M High / 1M Low: |
1.86 |
1.26 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
