JP Morgan Call 285 ROK 20.12.2024
/ DE000JK95W07
JP Morgan Call 285 ROK 20.12.2024/ DE000JK95W07 /
| 11/15/2024 10:03:33 AM |
Chg.-0.07 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.05EUR |
-6.25% |
-
Bid Size: - |
-
Ask Size: - |
Rockwell Automation ... |
285.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JK95W0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Rockwell Automation Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
285.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
5/16/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.31 |
| Parity: |
0.11 |
| Time value: |
1.04 |
| Break-even: |
282.21 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.09 |
| Spread %: |
9.01% |
| Delta: |
0.55 |
| Theta: |
-0.17 |
| Omega: |
12.95 |
| Rho: |
0.13 |
Quote data
| Open: |
1.05 |
| High: |
1.05 |
| Low: |
1.05 |
| Previous Close: |
1.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
-15.32% |
| 3 Months |
|
|
-21.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.12 |
0.52 |
| 1M High / 1M Low: |
1.88 |
0.52 |
| 6M High / 6M Low: |
3.12 |
0.52 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.44 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
429.53% |
| Volatility 6M: |
|
259.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
