JP Morgan Call 165 FI 15.11.2024
/ DE000JK13PZ3
JP Morgan Call 165 FI 15.11.2024/ DE000JK13PZ3 /
| 9/10/2024 1:59:43 PM |
Chg.- |
Bid9:33:34 AM |
Ask9:33:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
- |
1.14
Bid Size: 3,000 |
1.19
Ask Size: 3,000 |
Fiserv |
165.00 USD |
11/15/2024 |
Call |
Master data
| WKN: |
JK13PZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
1/25/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.15 |
| Parity: |
0.67 |
| Time value: |
0.56 |
| Break-even: |
161.82 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.05 |
| Spread %: |
4.24% |
| Delta: |
0.68 |
| Theta: |
-0.06 |
| Omega: |
8.58 |
| Rho: |
0.17 |
Quote data
| Open: |
1.16 |
| High: |
1.16 |
| Low: |
1.15 |
| Previous Close: |
1.11 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.74% |
| 1 Month |
|
|
+71.64% |
| 3 Months |
|
|
+210.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.25 |
1.11 |
| 1M High / 1M Low: |
1.28 |
0.65 |
| 6M High / 6M Low: |
1.28 |
0.24 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.64 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.24% |
| Volatility 6M: |
|
188.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
