JP Morgan Call 145 iShares Nasdaq Biotechnology ETF 18.10.2024
/ DE000JK33529
JP Morgan Call 145 iShares Nasdaq.../ DE000JK33529 /
| 26/09/2024 10:21:13 |
Chg.- |
Bid11:15:25 |
Ask11:15:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
- |
0.230
Bid Size: 3,000 |
0.270
Ask Size: 3,000 |
- |
145.00 USD |
18/10/2024 |
Call |
Master data
| WKN: |
JK3352 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
15/03/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
57.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.16 |
| Parity: |
-0.07 |
| Time value: |
0.22 |
| Break-even: |
131.97 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.04 |
| Spread %: |
19.05% |
| Delta: |
0.48 |
| Theta: |
-0.06 |
| Omega: |
27.78 |
| Rho: |
0.03 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-66.10% |
| 1 Month |
|
|
-67.21% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.200 |
| 1M High / 1M Low: |
0.640 |
0.200 |
| 6M High / 6M Low: |
0.830 |
0.140 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.364 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.462 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.399 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.34% |
| Volatility 6M: |
|
261.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
