JP Morgan Call 290 ROK 20.12.2024
/ DE000JK95W15
JP Morgan Call 290 ROK 20.12.2024/ DE000JK95W15 /
| 15/11/2024 10:03:33 |
Chg.- |
Bid08:50:12 |
Ask08:50:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
- |
0.950
Bid Size: 500 |
1.050
Ask Size: 500 |
Rockwell Automation ... |
290.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JK95W1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Rockwell Automation Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
16/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.31 |
| Parity: |
-0.37 |
| Time value: |
0.99 |
| Break-even: |
285.14 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.10 |
| Spread %: |
11.24% |
| Delta: |
0.48 |
| Theta: |
-0.19 |
| Omega: |
13.16 |
| Rho: |
0.11 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+112.82% |
| 1 Month |
|
|
-15.31% |
| 3 Months |
|
|
-29.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.390 |
| 1M High / 1M Low: |
1.620 |
0.390 |
| 6M High / 6M Low: |
2.880 |
0.390 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.662 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.807 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.268 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
474.99% |
| Volatility 6M: |
|
275.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
