JP Morgan Call 155 AWK 20.12.2024
/ DE000JT3WHU8
JP Morgan Call 155 AWK 20.12.2024/ DE000JT3WHU8 /
| 18/10/2024 11:59:25 |
Chg.-0.045 |
Bid15:45:15 |
Ask15:45:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.095EUR |
-32.14% |
0.080
Bid Size: 25,000 |
0.100
Ask Size: 25,000 |
American Water Works |
155.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JT3WHU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Water Works |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
15/07/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
76.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
-1.31 |
| Time value: |
0.17 |
| Break-even: |
144.83 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.08 |
| Spread %: |
91.01% |
| Delta: |
0.22 |
| Theta: |
-0.04 |
| Omega: |
16.79 |
| Rho: |
0.05 |
Quote data
| Open: |
0.095 |
| High: |
0.095 |
| Low: |
0.095 |
| Previous Close: |
0.140 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+93.88% |
| 1 Month |
|
|
-72.86% |
| 3 Months |
|
|
-70.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.049 |
| 1M High / 1M Low: |
0.370 |
0.049 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.091 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.179 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
373.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
