JP Morgan Call 135 AWK 16.08.2024
/ DE000JT10D03
JP Morgan Call 135 AWK 16.08.2024/ DE000JT10D03 /
14/08/2024 09:50:09 |
Chg.- |
Bid09:22:09 |
Ask09:22:09 |
Underlying |
Strike price |
Expiration date |
Option type |
0.620EUR |
- |
0.680 Bid Size: 250 |
- Ask Size: - |
American Water Works |
135.00 USD |
16/08/2024 |
Call |
Master data
WKN: |
JT10D0 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
American Water Works |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
135.00 USD |
Maturity: |
16/08/2024 |
Issue date: |
26/06/2024 |
Last trading day: |
15/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
18.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.58 |
Intrinsic value: |
0.58 |
Implied volatility: |
0.85 |
Historic volatility: |
0.20 |
Parity: |
0.58 |
Time value: |
0.11 |
Break-even: |
129.67 |
Moneyness: |
1.05 |
Premium: |
0.01 |
Premium p.a.: |
3.66 |
Spread abs.: |
0.09 |
Spread %: |
15.00% |
Delta: |
0.78 |
Theta: |
-0.61 |
Omega: |
14.51 |
Rho: |
0.01 |
Quote data
Open: |
0.620 |
High: |
0.620 |
Low: |
0.620 |
Previous Close: |
0.690 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-21.52% |
1 Month |
|
|
+5.08% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.920 |
0.620 |
1M High / 1M Low: |
0.920 |
0.400 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.742 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.727 |
Avg. volume 1M: |
|
260.870 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
318.88% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |