JP Morgan Call 22 BTU 17.01.2025
/ DE000JK9N7U3
JP Morgan Call 22 BTU 17.01.2025/ DE000JK9N7U3 /
11/8/2024 8:51:46 AM |
Chg.- |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.700EUR |
- |
- Bid Size: - |
- Ask Size: - |
Peabody Energy Corpo... |
22.00 - |
1/17/2025 |
Call |
Master data
WKN: |
JK9N7U |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Peabody Energy Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
22.00 - |
Maturity: |
1/17/2025 |
Issue date: |
5/7/2024 |
Last trading day: |
11/8/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.40 |
Intrinsic value: |
0.37 |
Implied volatility: |
1.25 |
Historic volatility: |
0.32 |
Parity: |
0.37 |
Time value: |
0.33 |
Break-even: |
29.00 |
Moneyness: |
1.17 |
Premium: |
0.13 |
Premium p.a.: |
1.02 |
Spread abs.: |
0.02 |
Spread %: |
2.94% |
Delta: |
0.72 |
Theta: |
-0.04 |
Omega: |
2.62 |
Rho: |
0.02 |
Quote data
Open: |
0.700 |
High: |
0.700 |
Low: |
0.700 |
Previous Close: |
0.760 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+29.63% |
3 Months |
|
|
+141.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.700 |
0.700 |
1M High / 1M Low: |
0.760 |
0.360 |
6M High / 6M Low: |
0.760 |
0.180 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.700 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.461 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.381 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
210.49% |
Volatility 6M: |
|
142.79% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |