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: |
|
- |
