JP Morgan Call 45 BRM 18.10.2024
/ DE000JK82Z17
JP Morgan Call 45 BRM 18.10.2024/ DE000JK82Z17 /
25/09/2024 12:35:41 |
Chg.- |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
0.540EUR |
- |
- Bid Size: - |
- Ask Size: - |
BRISTOL-MYERS SQUIBB... |
45.00 - |
18/10/2024 |
Call |
Master data
WKN: |
JK82Z1 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
BRISTOL-MYERS SQUIBBDL-10 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 - |
Maturity: |
18/10/2024 |
Issue date: |
29/04/2024 |
Last trading day: |
26/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.30 |
Intrinsic value: |
0.29 |
Implied volatility: |
1.46 |
Historic volatility: |
0.24 |
Parity: |
0.29 |
Time value: |
0.25 |
Break-even: |
50.40 |
Moneyness: |
1.07 |
Premium: |
0.05 |
Premium p.a.: |
12.81 |
Spread abs.: |
-0.02 |
Spread %: |
-3.57% |
Delta: |
0.66 |
Theta: |
-0.26 |
Omega: |
5.87 |
Rho: |
0.01 |
Quote data
Open: |
0.540 |
High: |
0.540 |
Low: |
0.540 |
Previous Close: |
0.490 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+28.57% |
3 Months |
|
|
+390.91% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.540 |
0.360 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.440 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
204.04% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |