JP Morgan Call 165 FI 20.09.2024
/ DE000JK0SAY8
JP Morgan Call 165 FI 20.09.2024/ DE000JK0SAY8 /
| 2024-09-11 11:57:52 AM |
Chg.0.000 |
Bid12:07:54 PM |
Ask12:07:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
0.00% |
0.700
Bid Size: 2,000 |
0.760
Ask Size: 2,000 |
Fiserv |
165.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JK0SAY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.15 |
| Parity: |
0.67 |
| Time value: |
0.13 |
| Break-even: |
157.72 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.06 |
| Spread %: |
8.11% |
| Delta: |
0.79 |
| Theta: |
-0.16 |
| Omega: |
15.36 |
| Rho: |
0.03 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.48% |
| 1 Month |
|
|
+144.83% |
| 3 Months |
|
|
+294.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.660 |
| 1M High / 1M Low: |
0.930 |
0.270 |
| 6M High / 6M Low: |
0.930 |
0.087 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.750 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.610 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.386 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.43% |
| Volatility 6M: |
|
390.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
