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: |
|
- |