JP Morgan Call 45 BAC 20.12.2024
/ DE000JK5JPE6
JP Morgan Call 45 BAC 20.12.2024/ DE000JK5JPE6 /
| 2024-11-19 12:01:41 PM |
Chg.-0.040 |
Bid3:07:29 PM |
Ask3:07:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.180EUR |
-18.18% |
0.170
Bid Size: 50,000 |
0.180
Ask Size: 50,000 |
Bank of America Corp... |
45.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JK5JPE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-25 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.22 |
| Parity: |
0.16 |
| Time value: |
0.06 |
| Break-even: |
44.67 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
4.76% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
14.85 |
| Rho: |
0.03 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.180 |
| Previous Close: |
0.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.26% |
| 1 Month |
|
|
+146.58% |
| 3 Months |
|
|
+386.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.150 |
| 1M High / 1M Low: |
0.220 |
0.034 |
| 6M High / 6M Low: |
0.230 |
0.021 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.184 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.104 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.081 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
973.75% |
| Volatility 6M: |
|
484.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
