JP Morgan Call 160 CLX 18.10.2024
/ DE000JK2N5J7
JP Morgan Call 160 CLX 18.10.2024/ DE000JK2N5J7 /
| 25/07/2024 10:29:10 |
Chg.+0.017 |
Bid12:25:05 |
Ask12:25:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
+23.29% |
0.086
Bid Size: 2,000 |
0.190
Ask Size: 2,000 |
Clorox Co |
160.00 USD |
18/10/2024 |
Call |
Master data
| WKN: |
JK2N5J |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Clorox Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
29/02/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
69.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.22 |
| Parity: |
-2.51 |
| Time value: |
0.18 |
| Break-even: |
149.38 |
| Moneyness: |
0.83 |
| Premium: |
0.22 |
| Premium p.a.: |
1.34 |
| Spread abs.: |
0.09 |
| Spread %: |
113.48% |
| Delta: |
0.17 |
| Theta: |
-0.03 |
| Omega: |
11.84 |
| Rho: |
0.04 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.090 |
| Previous Close: |
0.073 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.71% |
| 1 Month |
|
|
-47.06% |
| 3 Months |
|
|
-88.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.073 |
| 1M High / 1M Low: |
0.170 |
0.073 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.110 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.124 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
299.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
