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: |
|
- |