JP Morgan Call 150 FI 18.10.2024
/ DE000JK091X9
JP Morgan Call 150 FI 18.10.2024/ DE000JK091X9 /
| 02/08/2024 11:58:12 |
Chg.-0.29 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.34EUR |
-17.79% |
-
Bid Size: - |
-
Ask Size: - |
Fiserv |
150.00 USD |
18/10/2024 |
Call |
Master data
| WKN: |
JK091X |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
25/01/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.15 |
| Parity: |
0.82 |
| Time value: |
0.48 |
| Break-even: |
150.48 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.07 |
| Spread %: |
5.69% |
| Delta: |
0.71 |
| Theta: |
-0.05 |
| Omega: |
7.96 |
| Rho: |
0.19 |
Quote data
| Open: |
1.34 |
| High: |
1.34 |
| Low: |
1.34 |
| Previous Close: |
1.63 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.54% |
| 1 Month |
|
|
+106.15% |
| 3 Months |
|
|
+45.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.68 |
1.33 |
| 1M High / 1M Low: |
1.68 |
0.65 |
| 6M High / 6M Low: |
1.72 |
0.57 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.10 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.87% |
| Volatility 6M: |
|
157.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
