JP Morgan Call 250 LHX 20.12.2024/  DE000JK8JN50  /

EUWAX
9/11/2024  9:39:02 AM Chg.-0.090 Bid2:31:16 PM Ask2:31:16 PM Underlying Strike price Expiration date Option type
0.710EUR -11.25% 0.730
Bid Size: 500
1.730
Ask Size: 500
L3Harris Technologie... 250.00 USD 12/20/2024 Call
 

Master data

WKN: JK8JN5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: L3Harris Technologies Inc
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 12/20/2024
Issue date: 5/2/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.88
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.19
Parity: -2.01
Time value: 1.74
Break-even: 244.26
Moneyness: 0.91
Premium: 0.18
Premium p.a.: 0.84
Spread abs.: 1.00
Spread %: 135.14%
Delta: 0.45
Theta: -0.13
Omega: 5.32
Rho: 0.21
 

Quote data

Open: 0.710
High: 0.710
Low: 0.710
Previous Close: 0.800
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.28%
1 Month
  -38.79%
3 Months
  -36.61%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.080 0.760
1M High / 1M Low: 1.090 0.760
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.900
Avg. volume 1W:   0.000
Avg. price 1M:   0.917
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.92%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -