JP Morgan Call 145 AWK 20.12.2024
/ DE000JK92KS3
JP Morgan Call 145 AWK 20.12.2024/ DE000JK92KS3 /
2024-11-12 9:57:22 AM |
Chg.-0.016 |
Bid9:59:30 PM |
Ask9:59:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.051EUR |
-23.88% |
0.032 Bid Size: 2,000 |
0.120 Ask Size: 2,000 |
American Water Works |
145.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
JK92KS |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
American Water Works |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
145.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-05-16 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
103.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.19 |
Parity: |
-0.96 |
Time value: |
0.12 |
Break-even: |
137.20 |
Moneyness: |
0.93 |
Premium: |
0.09 |
Premium p.a.: |
1.20 |
Spread abs.: |
0.08 |
Spread %: |
170.83% |
Delta: |
0.21 |
Theta: |
-0.04 |
Omega: |
22.01 |
Rho: |
0.03 |
Quote data
Open: |
0.051 |
High: |
0.051 |
Low: |
0.051 |
Previous Close: |
0.067 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-60.77% |
1 Month |
|
|
-74.50% |
3 Months |
|
|
-92.15% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.032 |
1M High / 1M Low: |
0.420 |
0.032 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.102 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.231 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
652.35% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |