JP Morgan Call 24 BTU 17.01.2025
/ DE000JK844P7
JP Morgan Call 24 BTU 17.01.2025/ DE000JK844P7 /
| 11/15/2024 9:24:22 AM |
Chg.-0.070 |
Bid7:35:01 PM |
Ask7:35:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-15.56% |
0.370
Bid Size: 50,000 |
0.410
Ask Size: 50,000 |
Peabody Energy Corpo... |
24.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
JK844P |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Peabody Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
5/2/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.32 |
| Parity: |
0.29 |
| Time value: |
0.18 |
| Break-even: |
27.49 |
| Moneyness: |
1.13 |
| Premium: |
0.07 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.08 |
| Spread %: |
20.51% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
3.89 |
| Rho: |
0.02 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.63% |
| 1 Month |
|
|
-7.32% |
| 3 Months |
|
|
+80.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.370 |
| 1M High / 1M Low: |
0.580 |
0.260 |
| 6M High / 6M Low: |
0.580 |
0.120 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.468 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.367 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.295 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
271.97% |
| Volatility 6M: |
|
173.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
