JP Morgan Call 21 KMI 17.01.2025
/ DE000JT39NS9
JP Morgan Call 21 KMI 17.01.2025/ DE000JT39NS9 /
| 11/7/2024 11:00:47 AM |
Chg.- |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Kinder Morgan Inc |
21.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
JT39NS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Kinder Morgan Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
7/22/2024 |
| Last trading day: |
11/8/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.16 |
| Parity: |
0.41 |
| Time value: |
0.11 |
| Break-even: |
26.20 |
| Moneyness: |
1.19 |
| Premium: |
0.04 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
-0.02 |
| Spread %: |
-3.70% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
3.79 |
| Rho: |
0.03 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.84% |
| 1 Month |
|
|
+52.94% |
| 3 Months |
|
|
+173.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.380 |
| 1M High / 1M Low: |
0.520 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.463 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.399 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
