JP Morgan Call 40 VZ 16.01.2026
/ DE000JK6YTZ0
JP Morgan Call 40 VZ 16.01.2026/ DE000JK6YTZ0 /
| 7/16/2024 11:51:21 AM |
Chg.-0.030 |
Bid1:12:20 PM |
Ask1:12:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-6.12% |
0.460
Bid Size: 50,000 |
0.480
Ask Size: 50,000 |
Verizon Communicatio... |
40.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
JK6YTZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Verizon Communications Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
4/12/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.20 |
| Parity: |
0.07 |
| Time value: |
0.40 |
| Break-even: |
41.40 |
| Moneyness: |
1.02 |
| Premium: |
0.11 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
4.44% |
| Delta: |
0.67 |
| Theta: |
0.00 |
| Omega: |
5.35 |
| Rho: |
0.31 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.13% |
| 1 Month |
|
|
+15.00% |
| 3 Months |
|
|
-4.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.460 |
| 1M High / 1M Low: |
0.490 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.474 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.450 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
