JP Morgan Call 160 CLX 18.10.2024/  DE000JK2N5J7  /

EUWAX
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:   -