JP Morgan Call 435 BRK.B 18.10.2024
/ DE000JK3YZQ3
JP Morgan Call 435 BRK.B 18.10.20.../ DE000JK3YZQ3 /
| 04/10/2024 16:06:26 |
Chg.+0.18 |
Bid20:09:29 |
Ask20:09:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.25EUR |
+8.70% |
2.32
Bid Size: 25,000 |
2.34
Ask Size: 25,000 |
Berkshire Hathaway I... |
435.00 USD |
18/10/2024 |
Call |
Master data
| WKN: |
JK3YZQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Berkshire Hathaway Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
435.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
09/02/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.12 |
| Parity: |
1.63 |
| Time value: |
0.26 |
| Break-even: |
413.09 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
1.61% |
| Delta: |
0.81 |
| Theta: |
-0.22 |
| Omega: |
17.61 |
| Rho: |
0.12 |
Quote data
| Open: |
2.25 |
| High: |
2.25 |
| Low: |
2.25 |
| Previous Close: |
2.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.45% |
| 1 Month |
|
|
-45.65% |
| 3 Months |
|
|
+462.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.45 |
2.07 |
| 1M High / 1M Low: |
4.48 |
1.80 |
| 6M High / 6M Low: |
4.48 |
0.36 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.22% |
| Volatility 6M: |
|
248.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
