JP Morgan Call 230 MKTX 16.08.2024
/ DE000JT3WS39
JP Morgan Call 230 MKTX 16.08.202.../ DE000JT3WS39 /
| 2024-07-25 9:50:59 AM |
Chg.-0.006 |
Bid6:23:00 PM |
Ask6:23:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.048EUR |
-11.11% |
0.069
Bid Size: 75,000 |
0.089
Ask Size: 75,000 |
MarketAxess Holdings... |
230.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JT3WS3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MarketAxess Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-07-17 |
| Last trading day: |
2024-08-15 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.33 |
| Parity: |
-0.11 |
| Time value: |
0.10 |
| Break-even: |
222.12 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
4.17 |
| Spread abs.: |
0.05 |
| Spread %: |
102.04% |
| Delta: |
0.42 |
| Theta: |
-0.32 |
| Omega: |
8.55 |
| Rho: |
0.05 |
Quote data
| Open: |
0.048 |
| High: |
0.048 |
| Low: |
0.048 |
| Previous Close: |
0.054 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.45% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.088 |
0.054 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.069 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
