JP Morgan Call 42 TCOM 20.09.2024
/ DE000JK071M4
JP Morgan Call 42 TCOM 20.09.2024/ DE000JK071M4 /
| 11/07/2024 12:22:06 |
Chg.-0.040 |
Bid13:06:26 |
Ask13:06:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-4.55% |
0.840
Bid Size: 7,500 |
0.860
Ask Size: 7,500 |
Trip com Group Ltd |
42.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
JK071M |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Trip com Group Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
25/01/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.32 |
| Parity: |
0.65 |
| Time value: |
0.13 |
| Break-even: |
46.57 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
2.63% |
| Delta: |
0.81 |
| Theta: |
-0.02 |
| Omega: |
4.70 |
| Rho: |
0.06 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.840 |
| Previous Close: |
0.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.55% |
| 1 Month |
|
|
-17.65% |
| 3 Months |
|
|
-10.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.810 |
| 1M High / 1M Low: |
1.020 |
0.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.842 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.829 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
