JP Morgan Call 250 HII 20.12.2024
/ DE000JK80XB7
JP Morgan Call 250 HII 20.12.2024/ DE000JK80XB7 /
18/10/2024 08:39:42 |
Chg.+0.10 |
Bid13:04:25 |
Ask13:04:25 |
Underlying |
Strike price |
Expiration date |
Option type |
1.97EUR |
+5.35% |
1.98 Bid Size: 500 |
2.68 Ask Size: 500 |
Huntington Ingalls I... |
250.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
JK80XB |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Huntington Ingalls Industries Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
07/05/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.55 |
Intrinsic value: |
1.10 |
Implied volatility: |
0.46 |
Historic volatility: |
0.20 |
Parity: |
1.10 |
Time value: |
1.38 |
Break-even: |
255.61 |
Moneyness: |
1.05 |
Premium: |
0.06 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.65 |
Spread %: |
35.35% |
Delta: |
0.64 |
Theta: |
-0.15 |
Omega: |
6.28 |
Rho: |
0.23 |
Quote data
Open: |
1.97 |
High: |
1.97 |
Low: |
1.97 |
Previous Close: |
1.87 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+31.33% |
1 Month |
|
|
-18.26% |
3 Months |
|
|
-31.60% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.93 |
1.50 |
1M High / 1M Low: |
2.71 |
1.50 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.78 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.03 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
164.84% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |