JP Morgan Call 26 BTU 17.01.2025
/ DE000JK844Q5
JP Morgan Call 26 BTU 17.01.2025/ DE000JK844Q5 /
| 11/15/2024 9:24:22 AM |
Chg.-0.060 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-18.75% |
-
Bid Size: - |
-
Ask Size: - |
Peabody Energy Corpo... |
26.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
JK844Q |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Peabody Energy Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
5/2/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.32 |
| Parity: |
0.07 |
| Time value: |
0.24 |
| Break-even: |
27.80 |
| Moneyness: |
1.03 |
| Premium: |
0.09 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.06 |
| Spread %: |
24.00% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
4.93 |
| Rho: |
0.02 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.00% |
| 1 Month |
|
|
+13.04% |
| 3 Months |
|
|
+62.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.250 |
| 1M High / 1M Low: |
0.440 |
0.170 |
| 6M High / 6M Low: |
0.440 |
0.079 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.306 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.259 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.218 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
304.45% |
| Volatility 6M: |
|
198.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
