JP Morgan Call 32 KHC 20.12.2024
/ DE000JT35RR0
JP Morgan Call 32 KHC 20.12.2024/ DE000JT35RR0 /
| 11/15/2024 8:24:27 AM |
Chg.-0.014 |
Bid8:01:42 PM |
Ask8:01:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.053EUR |
-20.90% |
0.038
Bid Size: 250,000 |
0.048
Ask Size: 250,000 |
Kraft Heinz Company |
32.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JT35RR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Kraft Heinz Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
7/2/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
52.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.18 |
| Parity: |
-0.02 |
| Time value: |
0.06 |
| Break-even: |
30.97 |
| Moneyness: |
0.99 |
| Premium: |
0.03 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
19.61% |
| Delta: |
0.48 |
| Theta: |
-0.01 |
| Omega: |
25.16 |
| Rho: |
0.01 |
Quote data
| Open: |
0.053 |
| High: |
0.053 |
| Low: |
0.053 |
| Previous Close: |
0.067 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-55.83% |
| 1 Month |
|
|
-84.86% |
| 3 Months |
|
|
-82.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.063 |
| 1M High / 1M Low: |
0.390 |
0.063 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.094 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.249 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
243.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
