JP Morgan Call 250 HII 20.09.2024
/ DE000JK8T1N6
JP Morgan Call 250 HII 20.09.2024/ DE000JK8T1N6 /
| 8/14/2024 12:51:12 PM |
Chg.-0.12 |
Bid8:18:10 PM |
Ask8:18:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.59EUR |
-7.02% |
1.78
Bid Size: 5,000 |
2.08
Ask Size: 5,000 |
Huntington Ingalls I... |
250.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
JK8T1N |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Huntington Ingalls Industries Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
5/7/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.16 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.21 |
| Parity: |
1.16 |
| Time value: |
1.14 |
| Break-even: |
250.36 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.70 |
| Spread %: |
43.75% |
| Delta: |
0.65 |
| Theta: |
-0.22 |
| Omega: |
6.79 |
| Rho: |
0.14 |
Quote data
| Open: |
1.59 |
| High: |
1.59 |
| Low: |
1.59 |
| Previous Close: |
1.71 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.43% |
| 1 Month |
|
|
+21.37% |
| 3 Months |
|
|
-9.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.71 |
1.18 |
| 1M High / 1M Low: |
3.25 |
1.18 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
255.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
