JP Morgan Call 165 FI 18.10.2024
/ DE000JK09214
JP Morgan Call 165 FI 18.10.2024/ DE000JK09214 /
| 2024-08-05 6:46:13 PM |
Chg.-0.070 |
Bid7:35:38 PM |
Ask7:35:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-15.56% |
0.370
Bid Size: 50,000 |
0.390
Ask Size: 50,000 |
Fiserv |
165.00 USD |
2024-10-18 |
Call |
Master data
| WKN: |
JK0921 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-01-25 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
32.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.15 |
| Parity: |
-0.56 |
| Time value: |
0.45 |
| Break-even: |
155.71 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.06 |
| Spread %: |
16.67% |
| Delta: |
0.41 |
| Theta: |
-0.05 |
| Omega: |
13.39 |
| Rho: |
0.11 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.64% |
| 1 Month |
|
|
+123.53% |
| 3 Months |
|
|
+8.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.440 |
| 1M High / 1M Low: |
0.650 |
0.170 |
| 6M High / 6M Low: |
0.880 |
0.140 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.554 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.381 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.445 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
291.57% |
| Volatility 6M: |
|
218.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
