JP Morgan Call 140 AWK 20.12.2024
/ DE000JK92KR5
JP Morgan Call 140 AWK 20.12.2024/ DE000JK92KR5 /
8/16/2024 10:13:07 AM |
Chg.-0.020 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.850EUR |
-2.30% |
- Bid Size: - |
- Ask Size: - |
American Water Works |
140.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
JK92KR |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
American Water Works |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
5/16/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.78 |
Intrinsic value: |
0.19 |
Implied volatility: |
0.24 |
Historic volatility: |
0.20 |
Parity: |
0.19 |
Time value: |
0.72 |
Break-even: |
136.69 |
Moneyness: |
1.01 |
Premium: |
0.06 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.08 |
Spread %: |
9.64% |
Delta: |
0.60 |
Theta: |
-0.04 |
Omega: |
8.57 |
Rho: |
0.24 |
Quote data
Open: |
0.850 |
High: |
0.850 |
Low: |
0.850 |
Previous Close: |
0.870 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.56% |
1 Month |
|
|
+46.55% |
3 Months |
|
|
+32.81% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.070 |
0.830 |
1M High / 1M Low: |
1.130 |
0.580 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.916 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.908 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
184.07% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |