JP Morgan Call 210 WM 18.10.2024
/ DE000JK27GD9
JP Morgan Call 210 WM 18.10.2024/ DE000JK27GD9 /
04/09/2024 10:05:28 |
Chg.-0.110 |
Bid12:01:38 |
Ask12:01:38 |
Underlying |
Strike price |
Expiration date |
Option type |
0.470EUR |
-18.97% |
0.470 Bid Size: 2,000 |
0.530 Ask Size: 2,000 |
Waste Management |
210.00 USD |
18/10/2024 |
Call |
Master data
WKN: |
JK27GD |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Waste Management |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
210.00 USD |
Maturity: |
18/10/2024 |
Issue date: |
29/02/2024 |
Last trading day: |
17/10/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
38.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.43 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.16 |
Parity: |
-0.05 |
Time value: |
0.50 |
Break-even: |
195.05 |
Moneyness: |
1.00 |
Premium: |
0.03 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.05 |
Spread %: |
12.24% |
Delta: |
0.52 |
Theta: |
-0.06 |
Omega: |
19.87 |
Rho: |
0.11 |
Quote data
Open: |
0.470 |
High: |
0.470 |
Low: |
0.470 |
Previous Close: |
0.580 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.00% |
1 Month |
|
|
-24.19% |
3 Months |
|
|
-28.79% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.500 |
1M High / 1M Low: |
0.610 |
0.340 |
6M High / 6M Low: |
1.730 |
0.260 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.546 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.495 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.973 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
256.01% |
Volatility 6M: |
|
232.79% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |