JP Morgan Call 250 AEC1 20.12.2024
/ DE000JK1KVP7
JP Morgan Call 250 AEC1 20.12.202.../ DE000JK1KVP7 /
| 2024-11-08 5:56:39 PM |
Chg.- |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.76EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMER. EXPRESS DL... |
250.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
JK1KVP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AMER. EXPRESS DL -,20 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2024-11-11 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.11 |
| Intrinsic value: |
1.95 |
| Implied volatility: |
0.91 |
| Historic volatility: |
0.22 |
| Parity: |
1.95 |
| Time value: |
1.91 |
| Break-even: |
288.60 |
| Moneyness: |
1.08 |
| Premium: |
0.07 |
| Premium p.a.: |
1.24 |
| Spread abs.: |
0.15 |
| Spread %: |
4.04% |
| Delta: |
0.66 |
| Theta: |
-0.43 |
| Omega: |
4.64 |
| Rho: |
0.12 |
Quote data
| Open: |
3.76 |
| High: |
3.76 |
| Low: |
3.76 |
| Previous Close: |
4.49 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-8.07% |
| 3 Months |
|
|
+137.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.49 |
2.26 |
| 6M High / 6M Low: |
4.49 |
0.62 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
312.89% |
| Volatility 6M: |
|
212.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
