JP Morgan Call 28 BTU 17.01.2025
/ DE000JK844R3
JP Morgan Call 28 BTU 17.01.2025/ DE000JK844R3 /
10/11/2024 9:29:42 AM |
Chg.+0.040 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
+22.22% |
- Bid Size: - |
- Ask Size: - |
Peabody Energy Corpo... |
28.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
JK844R |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Peabody Energy Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
28.00 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: |
7.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.68 |
Historic volatility: |
0.29 |
Parity: |
-0.08 |
Time value: |
0.32 |
Break-even: |
28.81 |
Moneyness: |
0.97 |
Premium: |
0.16 |
Premium p.a.: |
0.76 |
Spread abs.: |
0.08 |
Spread %: |
33.33% |
Delta: |
0.54 |
Theta: |
-0.02 |
Omega: |
4.21 |
Rho: |
0.03 |
Quote data
Open: |
0.220 |
High: |
0.220 |
Low: |
0.220 |
Previous Close: |
0.180 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.00% |
1 Month |
|
|
+307.41% |
3 Months |
|
|
+46.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.220 |
0.180 |
1M High / 1M Low: |
0.220 |
0.054 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.203 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.148 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
245.45% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |