JP Morgan Call 135 AWK 20.09.2024
/ DE000JK3DU52
JP Morgan Call 135 AWK 20.09.2024/ DE000JK3DU52 /
| 02/09/2024 09:53:42 |
Chg.+0.100 |
Bid19:56:06 |
Ask19:56:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
+13.89% |
0.830
Bid Size: 1,000 |
0.980
Ask Size: 1,000 |
American Water Works |
135.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
JK3DU5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Water Works |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
15/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.20 |
| Parity: |
0.74 |
| Time value: |
0.14 |
| Break-even: |
131.03 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.07 |
| Spread %: |
8.64% |
| Delta: |
0.79 |
| Theta: |
-0.09 |
| Omega: |
11.66 |
| Rho: |
0.05 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.13% |
| 1 Month |
|
|
-17.17% |
| 3 Months |
|
|
+203.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.570 |
| 1M High / 1M Low: |
1.070 |
0.570 |
| 6M High / 6M Low: |
1.070 |
0.120 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.666 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.817 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.452 |
| Avg. volume 6M: |
|
23.622 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.53% |
| Volatility 6M: |
|
247.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
