JP Morgan Call 160 GE 16.08.2024
/ DE000JK7UNC8
JP Morgan Call 160 GE 16.08.2024/ DE000JK7UNC8 /
| 29/07/2024 10:54:14 |
Chg.+0.290 |
Bid19:38:33 |
Ask19:38:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.140EUR |
+34.12% |
1.120
Bid Size: 50,000 |
1.140
Ask Size: 50,000 |
GE Aerospace |
160.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
JK7UNC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
GE Aerospace |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
0.90 |
| Time value: |
0.18 |
| Break-even: |
158.30 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.06 |
| Spread %: |
6.31% |
| Delta: |
0.79 |
| Theta: |
-0.11 |
| Omega: |
11.35 |
| Rho: |
0.06 |
Quote data
| Open: |
1.140 |
| High: |
1.140 |
| Low: |
1.140 |
| Previous Close: |
0.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+58.33% |
| 1 Month |
|
|
+39.02% |
| 3 Months |
|
|
-7.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
0.600 |
| 1M High / 1M Low: |
1.250 |
0.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.840 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.783 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
403.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
