JP Morgan Call 22 BTU 16.01.2026
/ DE000JK80YP5
JP Morgan Call 22 BTU 16.01.2026/ DE000JK80YP5 /
11/10/2024 08:39:15 |
Chg.+0.070 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
0.800EUR |
+9.59% |
- Bid Size: - |
- Ask Size: - |
Peabody Energy Corpo... |
22.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
JK80YP |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Peabody Energy Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
22.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
07/05/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
1.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.62 |
Intrinsic value: |
0.44 |
Implied volatility: |
1.38 |
Historic volatility: |
0.29 |
Parity: |
0.44 |
Time value: |
1.06 |
Break-even: |
35.12 |
Moneyness: |
1.22 |
Premium: |
0.43 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.70 |
Spread %: |
87.50% |
Delta: |
0.82 |
Theta: |
-0.01 |
Omega: |
1.34 |
Rho: |
0.07 |
Quote data
Open: |
0.800 |
High: |
0.800 |
Low: |
0.800 |
Previous Close: |
0.730 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.59% |
1 Month |
|
|
+95.12% |
3 Months |
|
|
+37.93% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.770 |
0.720 |
1M High / 1M Low: |
0.770 |
0.410 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.740 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.622 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
83.99% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |