JP Morgan Call 24 BTU 16.01.2026
/ DE000JK807Y6
JP Morgan Call 24 BTU 16.01.2026/ DE000JK807Y6 /
| 7/9/2024 9:28:14 AM |
Chg.0.000 |
Bid5:46:09 PM |
Ask5:46:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
0.00% |
0.560
Bid Size: 50,000 |
0.860
Ask Size: 50,000 |
Peabody Energy Corpo... |
24.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
JK807Y |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Peabody Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
5/2/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.07 |
| Historic volatility: |
0.30 |
| Parity: |
-0.05 |
| Time value: |
1.08 |
| Break-even: |
32.96 |
| Moneyness: |
0.98 |
| Premium: |
0.52 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.50 |
| Spread %: |
86.21% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
1.51 |
| Rho: |
0.08 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.56% |
| 1 Month |
|
|
-6.56% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.570 |
| 1M High / 1M Low: |
0.610 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.582 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.539 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
