JP Morgan Call 38 NCB 20.12.2024
/ DE000JK35D94
JP Morgan Call 38 NCB 20.12.2024/ DE000JK35D94 /
| 2024-11-07 1:42:45 PM |
Chg.- |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BANK AMERICA DL... |
38.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
JK35D9 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BANK AMERICA DL 0,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2024-11-08 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.22 |
| Parity: |
0.61 |
| Time value: |
0.12 |
| Break-even: |
45.30 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.08 |
| Spread %: |
12.31% |
| Delta: |
0.80 |
| Theta: |
-0.04 |
| Omega: |
4.84 |
| Rho: |
0.02 |
Quote data
| Open: |
0.720 |
| High: |
0.730 |
| Low: |
0.720 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+48.98% |
| 3 Months |
|
|
+160.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.730 |
0.380 |
| 6M High / 6M Low: |
0.730 |
0.160 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.475 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.373 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
310.80% |
| Volatility 6M: |
|
206.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
