JP Morgan Call 135 AWK 20.12.2024
/ DE000JK92KQ7
JP Morgan Call 135 AWK 20.12.2024/ DE000JK92KQ7 /
14/08/2024 10:13:52 |
Chg.-0.10 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
1.12EUR |
-8.20% |
- Bid Size: - |
- Ask Size: - |
American Water Works |
135.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
JK92KQ |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
American Water Works |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
135.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
16/05/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.03 |
Intrinsic value: |
0.58 |
Implied volatility: |
0.27 |
Historic volatility: |
0.20 |
Parity: |
0.58 |
Time value: |
0.64 |
Break-even: |
134.97 |
Moneyness: |
1.05 |
Premium: |
0.05 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.08 |
Spread %: |
7.02% |
Delta: |
0.67 |
Theta: |
-0.04 |
Omega: |
7.09 |
Rho: |
0.26 |
Quote data
Open: |
1.12 |
High: |
1.12 |
Low: |
1.12 |
Previous Close: |
1.22 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.00% |
1 Month |
|
|
+30.23% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.40 |
1.20 |
1M High / 1M Low: |
1.44 |
0.81 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.30 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.20 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
182.67% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |