JP Morgan Call 155 FI 18.10.2024
/ DE000JK091Y7
JP Morgan Call 155 FI 18.10.2024/ DE000JK091Y7 /
| 2024-08-01 11:56:39 AM |
Chg.-0.05 |
Bid6:31:27 PM |
Ask6:31:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
-3.85% |
1.17
Bid Size: 50,000 |
1.19
Ask Size: 50,000 |
Fiserv |
155.00 USD |
2024-10-18 |
Call |
Master data
| WKN: |
JK091Y |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-01-25 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
0.79 |
| Time value: |
0.36 |
| Break-even: |
154.75 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.06 |
| Spread %: |
5.93% |
| Delta: |
0.74 |
| Theta: |
-0.04 |
| Omega: |
9.72 |
| Rho: |
0.22 |
Quote data
| Open: |
1.25 |
| High: |
1.25 |
| Low: |
1.25 |
| Previous Close: |
1.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.36% |
| 1 Month |
|
|
+171.74% |
| 3 Months |
|
|
+28.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.30 |
0.82 |
| 1M High / 1M Low: |
1.30 |
0.38 |
| 6M High / 6M Low: |
1.41 |
0.38 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.35% |
| Volatility 6M: |
|
177.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
