JP Morgan Call 150 A 15.11.2024
/ DE000JK4AN79
JP Morgan Call 150 A 15.11.2024/ DE000JK4AN79 /
8/1/2024 8:52:39 AM |
Chg.+0.030 |
Bid4:34:21 PM |
Ask4:34:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.580EUR |
+5.45% |
0.620 Bid Size: 50,000 |
0.640 Ask Size: 50,000 |
Agilent Technologies |
150.00 USD |
11/15/2024 |
Call |
Master data
WKN: |
JK4AN7 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Agilent Technologies |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 USD |
Maturity: |
11/15/2024 |
Issue date: |
3/19/2024 |
Last trading day: |
11/14/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
20.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.44 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.25 |
Parity: |
-0.79 |
Time value: |
0.64 |
Break-even: |
144.98 |
Moneyness: |
0.94 |
Premium: |
0.11 |
Premium p.a.: |
0.43 |
Spread abs.: |
0.07 |
Spread %: |
12.28% |
Delta: |
0.42 |
Theta: |
-0.05 |
Omega: |
8.66 |
Rho: |
0.14 |
Quote data
Open: |
0.580 |
High: |
0.580 |
Low: |
0.580 |
Previous Close: |
0.550 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+61.11% |
1 Month |
|
|
+132.00% |
3 Months |
|
|
-29.27% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.550 |
0.360 |
1M High / 1M Low: |
0.550 |
0.170 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.442 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.291 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
326.37% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |