JP Morgan Call 220 FANG 17.01.2025
/ DE000JK98D31
JP Morgan Call 220 FANG 17.01.202.../ DE000JK98D31 /
| 2024-07-25 10:11:40 AM |
Chg.+0.02 |
Bid11:21:13 AM |
Ask11:21:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.44EUR |
+1.41% |
1.39
Bid Size: 2,000 |
1.54
Ask Size: 2,000 |
Diamondback Energy I... |
220.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JK98D3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Diamondback Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-05-16 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.21 |
| Parity: |
-1.95 |
| Time value: |
1.62 |
| Break-even: |
219.19 |
| Moneyness: |
0.90 |
| Premium: |
0.19 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.15 |
| Spread %: |
10.20% |
| Delta: |
0.45 |
| Theta: |
-0.07 |
| Omega: |
5.12 |
| Rho: |
0.32 |
Quote data
| Open: |
1.44 |
| High: |
1.44 |
| Low: |
1.44 |
| Previous Close: |
1.42 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.71% |
| 1 Month |
|
|
-8.86% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.14 |
1.42 |
| 1M High / 1M Low: |
2.14 |
1.42 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
