JP Morgan Call 430 LOM 20.09.2024
/ DE000JK0DR50
JP Morgan Call 430 LOM 20.09.2024/ DE000JK0DR50 /
8/7/2024 11:54:24 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.06EUR |
- |
- Bid Size: - |
- Ask Size: - |
LOCKHEED MARTIN D... |
430.00 - |
9/20/2024 |
Call |
Master data
WKN: |
JK0DR5 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
LOCKHEED MARTIN DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
430.00 - |
Maturity: |
9/20/2024 |
Issue date: |
1/26/2024 |
Last trading day: |
8/12/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.84 |
Intrinsic value: |
0.83 |
Implied volatility: |
1.38 |
Historic volatility: |
0.15 |
Parity: |
0.83 |
Time value: |
0.23 |
Break-even: |
536.00 |
Moneyness: |
1.19 |
Premium: |
0.04 |
Premium p.a.: |
1.67 |
Spread abs.: |
-0.04 |
Spread %: |
-3.64% |
Delta: |
0.78 |
Theta: |
-1.41 |
Omega: |
3.77 |
Rho: |
0.13 |
Quote data
Open: |
1.06 |
High: |
1.06 |
Low: |
1.06 |
Previous Close: |
1.11 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-4.50% |
3 Months |
|
|
+152.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.15 |
1.06 |
6M High / 6M Low: |
1.15 |
0.24 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.11 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.44 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
11.47% |
Volatility 6M: |
|
138.20% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |