JP Morgan Call 155 AWK 20.12.2024
/ DE000JT3WHU8
JP Morgan Call 155 AWK 20.12.2024/ DE000JT3WHU8 /
| 17/09/2024 12:11:44 |
Chg.+0.050 |
Bid12:43:53 |
Ask12:43:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+15.15% |
0.370
Bid Size: 3,000 |
0.420
Ask Size: 3,000 |
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: |
31.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
-0.53 |
| Time value: |
0.43 |
| Break-even: |
143.57 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.07 |
| Spread %: |
19.44% |
| Delta: |
0.42 |
| Theta: |
-0.04 |
| Omega: |
12.99 |
| Rho: |
0.13 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.03% |
| 1 Month |
|
|
+58.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.290 |
| 1M High / 1M Low: |
0.340 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.320 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.223 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
