JP Morgan Call 45 BMY 18.10.2024
/ DE000JK82Z17
JP Morgan Call 45 BMY 18.10.2024/ DE000JK82Z17 /
| 8/15/2024 12:51:22 PM |
Chg.-0.050 |
Bid5:33:39 PM |
Ask5:33:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-10.42% |
0.440
Bid Size: 100,000 |
0.450
Ask Size: 100,000 |
Bristol Myers Squibb... |
45.00 USD |
10/18/2024 |
Call |
Master data
| WKN: |
JK82Z1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Bristol Myers Squibb Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
4/29/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
0.31 |
| Time value: |
0.12 |
| Break-even: |
45.17 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
4.88% |
| Delta: |
0.75 |
| Theta: |
-0.02 |
| Omega: |
7.64 |
| Rho: |
0.05 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.71% |
| 1 Month |
|
|
+388.64% |
| 3 Months |
|
|
+59.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.310 |
| 1M High / 1M Low: |
0.540 |
0.088 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.350 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.302 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
515.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
