JP Morgan Call 135 A 15.11.2024
/ DE000JK6YB40
JP Morgan Call 135 A 15.11.2024/ DE000JK6YB40 /
| 18/09/2024 12:48:53 |
Chg.-0.110 |
Bid14:08:26 |
Ask14:08:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
-13.41% |
0.760
Bid Size: 3,000 |
0.790
Ask Size: 3,000 |
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: |
17.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
0.30 |
| Time value: |
0.42 |
| Break-even: |
128.57 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.04 |
| Spread %: |
5.26% |
| Delta: |
0.63 |
| Theta: |
-0.05 |
| Omega: |
10.93 |
| Rho: |
0.11 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.97% |
| 1 Month |
|
|
-34.86% |
| 3 Months |
|
|
-11.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.690 |
| 1M High / 1M Low: |
1.120 |
0.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.770 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.930 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
