JP Morgan Call 36 AR 15.11.2024/  DE000JK6T1P3  /

EUWAX
7/29/2024  11:15:29 AM Chg.+0.010 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.140EUR +7.69% -
Bid Size: -
-
Ask Size: -
Antero Resources Cor... 36.00 USD 11/15/2024 Call
 

Master data

WKN: JK6T1P
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Antero Resources Corporation
Type: Warrant
Option type: Call
Strike price: 36.00 USD
Maturity: 11/15/2024
Issue date: 4/11/2024
Last trading day: 11/14/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.04
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.34
Parity: -0.59
Time value: 0.16
Break-even: 34.77
Moneyness: 0.82
Premium: 0.28
Premium p.a.: 1.26
Spread abs.: 0.02
Spread %: 14.29%
Delta: 0.33
Theta: -0.02
Omega: 5.67
Rho: 0.02
 

Quote data

Open: 0.140
High: 0.140
Low: 0.140
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month
  -54.84%
3 Months
  -68.89%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.130
1M High / 1M Low: 0.310 0.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.156
Avg. volume 1W:   0.000
Avg. price 1M:   0.233
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   162.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -