JP Morgan Call 260 HII 20.12.2024
/ DE000JK7YET3
JP Morgan Call 260 HII 20.12.2024/ DE000JK7YET3 /
14/08/2024 12:44:56 |
Chg.-0.29 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
1.91EUR |
-13.18% |
- Bid Size: - |
- Ask Size: - |
Huntington Ingalls I... |
260.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
JK7YET |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Huntington Ingalls Industries Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
260.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
29/04/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.48 |
Intrinsic value: |
0.25 |
Implied volatility: |
0.47 |
Historic volatility: |
0.21 |
Parity: |
0.25 |
Time value: |
2.67 |
Break-even: |
265.65 |
Moneyness: |
1.01 |
Premium: |
0.11 |
Premium p.a.: |
0.35 |
Spread abs.: |
1.00 |
Spread %: |
52.08% |
Delta: |
0.59 |
Theta: |
-0.11 |
Omega: |
4.82 |
Rho: |
0.39 |
Quote data
Open: |
1.91 |
High: |
1.91 |
Low: |
1.91 |
Previous Close: |
2.20 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.53% |
1 Month |
|
|
+25.66% |
3 Months |
|
|
+0.53% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.20 |
1.57 |
1M High / 1M Low: |
3.55 |
1.57 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.83 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.30 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
219.36% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |