JP Morgan Call 145 AWK 20.09.2024
/ DE000JK3DU78
JP Morgan Call 145 AWK 20.09.2024/ DE000JK3DU78 /
| 7/16/2024 10:01:20 AM |
Chg.-0.090 |
Bid12:08:35 PM |
Ask12:08:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
-37.50% |
0.160
Bid Size: 2,000 |
0.230
Ask Size: 2,000 |
American Water Works |
145.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
2/15/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
59.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.20 |
| Parity: |
-0.80 |
| Time value: |
0.21 |
| Break-even: |
135.16 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.06 |
| Spread %: |
43.75% |
| Delta: |
0.30 |
| Theta: |
-0.03 |
| Omega: |
17.56 |
| Rho: |
0.06 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+94.81% |
| 1 Month |
|
|
+36.36% |
| 3 Months |
|
|
+183.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.077 |
| 1M High / 1M Low: |
0.240 |
0.057 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.143 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.103 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
483.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
