JP Morgan Call 250 ALD 16.01.2026
/ DE000JK6YRU5
JP Morgan Call 250 ALD 16.01.2026/ DE000JK6YRU5 /
8/12/2024 8:26:43 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.710EUR |
- |
- Bid Size: - |
- Ask Size: - |
HONEYWELL INTL ... |
250.00 - |
1/16/2026 |
Call |
Master data
WKN: |
JK6YRU |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
HONEYWELL INTL DL1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 - |
Maturity: |
1/16/2026 |
Issue date: |
4/3/2024 |
Last trading day: |
8/13/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
19.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.14 |
Parity: |
-6.91 |
Time value: |
0.94 |
Break-even: |
259.40 |
Moneyness: |
0.72 |
Premium: |
0.43 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.30 |
Spread %: |
46.88% |
Delta: |
0.28 |
Theta: |
-0.03 |
Omega: |
5.38 |
Rho: |
0.58 |
Quote data
Open: |
0.710 |
High: |
0.710 |
Low: |
0.710 |
Previous Close: |
0.770 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
-7.79% |
1 Month |
|
|
-44.53% |
3 Months |
|
|
-31.07% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.770 |
0.710 |
1M High / 1M Low: |
1.500 |
0.710 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.740 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.023 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
167.95% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |