JP Morgan Call 45 DAL/ DE000JT4UFU4 /
| 10/18/2024 12:02:28 PM | Chg.- | Bid10:00:32 PM | Ask10:00:32 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.980EUR | - | - Bid Size: - |
- Ask Size: - |
Delta Air Lines Inc | 45.00 - | 11/15/2024 | Call |
Master data
| WKN: | JT4UFU |
|---|---|
| Issuer: | J.P. Morgan Securities Ltd. |
| Currency: | EUR |
| Underlying: | Delta Air Lines Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.00 - |
| Maturity: | 11/15/2024 |
| Issue date: | 7/15/2024 |
| Last trading day: | 10/21/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.23 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.60 |
|---|---|
| Intrinsic value: | 1.60 |
| Implied volatility: | - |
| Historic volatility: | 0.30 |
| Parity: | 1.60 |
| Time value: | -0.62 |
| Break-even: | 54.80 |
| Moneyness: | 1.36 |
| Premium: | -0.10 |
| Premium p.a.: | -1.00 |
| Spread abs.: | -0.04 |
| Spread %: | -3.92% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 0.980 |
|---|---|
| High: | 0.980 |
| Low: | 0.980 |
| Previous Close: | 1.060 |
| Turnover: | 0.000 |
| Market phase: | SU |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +16.67% | ||
| 3 Months | +1039.53% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 1.060 | 0.840 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.955 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 181.63% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
