JP Morgan Call 145 AWK 20.09.2024
/ DE000JK3DU78
JP Morgan Call 145 AWK 20.09.2024/ DE000JK3DU78 /
13/09/2024 10:04:16 |
Chg.-0.020 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
-6.25% |
- Bid Size: - |
- Ask Size: - |
American Water Works |
145.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
JK3DU7 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
American Water Works |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
145.00 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: |
36.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.28 |
Implied volatility: |
0.28 |
Historic volatility: |
0.20 |
Parity: |
0.28 |
Time value: |
0.09 |
Break-even: |
134.61 |
Moneyness: |
1.02 |
Premium: |
0.01 |
Premium p.a.: |
0.49 |
Spread abs.: |
0.05 |
Spread %: |
17.14% |
Delta: |
0.73 |
Theta: |
-0.14 |
Omega: |
26.50 |
Rho: |
0.02 |
Quote data
Open: |
0.300 |
High: |
0.300 |
Low: |
0.300 |
Previous Close: |
0.320 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+57.89% |
1 Month |
|
|
+30.43% |
3 Months |
|
|
+172.73% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.360 |
0.210 |
1M High / 1M Low: |
0.360 |
0.069 |
6M High / 6M Low: |
0.470 |
0.040 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.290 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.184 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.161 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
476.40% |
Volatility 6M: |
|
394.22% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |