JP Morgan Call 215 WM 18.10.2024
/ DE000JK27GE7
JP Morgan Call 215 WM 18.10.2024/ DE000JK27GE7 /
| 29/07/2024 11:45:01 |
Chg.-0.040 |
Bid18:05:13 |
Ask18:05:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
-20.00% |
0.190
Bid Size: 30,000 |
0.220
Ask Size: 30,000 |
Waste Management |
215.00 USD |
18/10/2024 |
Call |
Master data
| WKN: |
JK27GE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waste Management |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
215.00 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: |
72.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
-1.66 |
| Time value: |
0.25 |
| Break-even: |
200.60 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.10 |
| Spread %: |
66.67% |
| Delta: |
0.24 |
| Theta: |
-0.04 |
| Omega: |
17.24 |
| Rho: |
0.09 |
Quote data
| Open: |
0.150 |
| High: |
0.160 |
| Low: |
0.150 |
| Previous Close: |
0.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-87.97% |
| 1 Month |
|
|
-79.49% |
| 3 Months |
|
|
-83.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.370 |
0.200 |
| 1M High / 1M Low: |
1.390 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.928 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.862 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
358.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
