JP Morgan Call 250 HII 20.09.2024
/ DE000JK8T1N6
JP Morgan Call 250 HII 20.09.2024/ DE000JK8T1N6 /
14/08/2024 12:51:12 |
Chg.-0.12 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
1.59EUR |
-7.02% |
- Bid Size: - |
- Ask Size: - |
Huntington Ingalls I... |
250.00 USD |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
07/05/2024 |
Last trading day: |
19/09/2024 |
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: |
0.00 |
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: |
|
- |