JP Morgan Call 135 A 15.11.2024
/ DE000JK6YB40
JP Morgan Call 135 A 15.11.2024/ DE000JK6YB40 /
| 10/07/2024 14:51:51 |
Chg.+0.070 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+12.73% |
-
Bid Size: - |
-
Ask Size: - |
Agilent Technologies |
135.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
JK6YB4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
19/04/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
-0.89 |
| Time value: |
0.55 |
| Break-even: |
130.33 |
| Moneyness: |
0.93 |
| Premium: |
0.12 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.06 |
| Spread %: |
12.24% |
| Delta: |
0.40 |
| Theta: |
-0.04 |
| Omega: |
8.51 |
| Rho: |
0.14 |
Quote data
| Open: |
0.570 |
| High: |
0.620 |
| Low: |
0.570 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.81% |
| 1 Month |
|
|
-28.74% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.540 |
| 1M High / 1M Low: |
0.970 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.544 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.750 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
