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: |
|
- |
