JP Morgan Call 165 FI 15.11.2024
/ DE000JK13PZ3
JP Morgan Call 165 FI 15.11.2024/ DE000JK13PZ3 /
| 14/10/2024 16:16:33 |
Chg.- |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.50EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Fiserv |
165.00 - |
15/11/2024 |
Call |
Master data
| WKN: |
JK13PZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 - |
| Maturity: |
15/11/2024 |
| Issue date: |
25/01/2024 |
| Last trading day: |
15/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
1.65 |
| Implied volatility: |
0.93 |
| Historic volatility: |
0.15 |
| Parity: |
1.65 |
| Time value: |
1.07 |
| Break-even: |
192.20 |
| Moneyness: |
1.10 |
| Premium: |
0.06 |
| Premium p.a.: |
1.16 |
| Spread abs.: |
0.02 |
| Spread %: |
0.74% |
| Delta: |
0.70 |
| Theta: |
-0.31 |
| Omega: |
4.64 |
| Rho: |
0.07 |
Quote data
| Open: |
2.52 |
| High: |
2.52 |
| Low: |
2.50 |
| Previous Close: |
2.25 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
+71.23% |
| 3 Months |
|
|
+316.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.50 |
2.50 |
| 1M High / 1M Low: |
2.50 |
1.33 |
| 6M High / 6M Low: |
2.50 |
0.24 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.87% |
| Volatility 6M: |
|
188.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
