JP Morgan Call 390 HD 15.11.2024
/ DE000JK4T6M1
JP Morgan Call 390 HD 15.11.2024/ DE000JK4T6M1 /
| 11/6/2024 8:45:40 AM |
Chg.+0.49 |
Bid9:19:42 PM |
Ask9:19:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.89EUR |
+35.00% |
0.91
Bid Size: 20,000 |
0.95
Ask Size: 20,000 |
Home Depot Inc |
390.00 USD |
11/15/2024 |
Call |
Master data
| WKN: |
JK4T6M |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Home Depot Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
3/19/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.18 |
| Parity: |
0.92 |
| Time value: |
0.82 |
| Break-even: |
374.09 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
1.45 |
| Spread abs.: |
0.10 |
| Spread %: |
6.10% |
| Delta: |
0.64 |
| Theta: |
-0.66 |
| Omega: |
13.44 |
| Rho: |
0.05 |
Quote data
| Open: |
1.89 |
| High: |
1.89 |
| Low: |
1.89 |
| Previous Close: |
1.40 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.04% |
| 1 Month |
|
|
-32.26% |
| 3 Months |
|
|
+177.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
1.17 |
| 1M High / 1M Low: |
3.08 |
1.17 |
| 6M High / 6M Low: |
3.08 |
0.23 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.64% |
| Volatility 6M: |
|
279.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
