JP Morgan Call 370 EG 18.10.2024
/ DE000JK9FH93
JP Morgan Call 370 EG 18.10.2024/ DE000JK9FH93 /
| 8/30/2024 12:31:52 PM |
Chg.+0.03 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.90EUR |
+1.05% |
2.92
Bid Size: 250 |
3.92
Ask Size: 250 |
Everest Group Ltd |
370.00 USD |
10/18/2024 |
Call |
Master data
| WKN: |
JK9FH9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Everest Group Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
4/29/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.48 |
| Intrinsic value: |
2.01 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.21 |
| Parity: |
2.01 |
| Time value: |
1.91 |
| Break-even: |
374.12 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
1.00 |
| Spread %: |
34.25% |
| Delta: |
0.66 |
| Theta: |
-0.29 |
| Omega: |
6.00 |
| Rho: |
0.26 |
Quote data
| Open: |
2.90 |
| High: |
2.90 |
| Low: |
2.90 |
| Previous Close: |
2.87 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.43% |
| 1 Month |
|
|
-25.45% |
| 3 Months |
|
|
-35.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.17 |
2.81 |
| 1M High / 1M Low: |
3.89 |
1.79 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
