JP Morgan Call 36 QIA 20.12.2024
/ DE000JK769T8
JP Morgan Call 36 QIA 20.12.2024/ DE000JK769T8 /
| 07/11/2024 11:08:16 |
Chg.+0.140 |
Bid14:14:13 |
Ask14:14:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+28.57% |
0.600
Bid Size: 25,000 |
0.610
Ask Size: 25,000 |
QIAGEN NV |
36.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
JK769T |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
QIAGEN NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
19/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.22 |
| Parity: |
0.39 |
| Time value: |
0.17 |
| Break-even: |
41.60 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.04 |
| Spread %: |
7.69% |
| Delta: |
0.73 |
| Theta: |
-0.03 |
| Omega: |
5.21 |
| Rho: |
0.03 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+75.00% |
| 1 Month |
|
|
+34.04% |
| 3 Months |
|
|
-11.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.360 |
| 1M High / 1M Low: |
0.540 |
0.360 |
| 6M High / 6M Low: |
0.850 |
0.360 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.440 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.442 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.603 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.28% |
| Volatility 6M: |
|
118.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
