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: |
3.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
1.32 |
| Historic volatility: |
0.32 |
| Parity: |
0.34 |
| Time value: |
0.36 |
| Break-even: |
29.00 |
| Moneyness: |
1.15 |
| Premium: |
0.14 |
| Premium p.a.: |
1.18 |
| Spread abs.: |
0.02 |
| Spread %: |
2.94% |
| Delta: |
0.71 |
| Theta: |
-0.04 |
| Omega: |
2.57 |
| 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 |
|
|
+62.79% |
| 3 Months |
|
|
+133.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 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: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.456 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.381 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.54% |
| Volatility 6M: |
|
143.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
