JP Morgan Call 225 WM 18.10.2024
/ DE000JK27GG2
JP Morgan Call 225 WM 18.10.2024/ DE000JK27GG2 /
| 2024-07-29 10:28:54 AM |
Chg.-0.051 |
Bid5:57:42 PM |
Ask5:57:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.059EUR |
-46.36% |
0.075
Bid Size: 25,000 |
0.120
Ask Size: 25,000 |
Waste Management |
225.00 USD |
2024-10-18 |
Call |
Master data
| WKN: |
JK27GG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waste Management |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
225.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-02-29 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
93.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.16 |
| Parity: |
-2.58 |
| Time value: |
0.19 |
| Break-even: |
209.25 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.14 |
| Spread %: |
255.93% |
| Delta: |
0.17 |
| Theta: |
-0.04 |
| Omega: |
16.00 |
| Rho: |
0.06 |
Quote data
| Open: |
0.059 |
| High: |
0.059 |
| Low: |
0.059 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-92.44% |
| 1 Month |
|
|
-84.87% |
| 3 Months |
|
|
-90.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.110 |
| 1M High / 1M Low: |
0.810 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.512 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.453 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
395.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
