JP Morgan Call 45 QIA 20.12.2024
/ DE000JK3FGS8
JP Morgan Call 45 QIA 20.12.2024/ DE000JK3FGS8 /
| 9/3/2024 10:44:45 AM |
Chg.-0.020 |
Bid7:50:09 PM |
Ask7:50:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
-11.11% |
0.140
Bid Size: 7,500 |
0.160
Ask Size: 7,500 |
QIAGEN NV |
45.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
JK3FGS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
QIAGEN NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/8/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.23 |
| Parity: |
-0.37 |
| Time value: |
0.21 |
| Break-even: |
47.10 |
| Moneyness: |
0.92 |
| Premium: |
0.14 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.02 |
| Spread %: |
10.53% |
| Delta: |
0.39 |
| Theta: |
-0.02 |
| Omega: |
7.74 |
| Rho: |
0.04 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-27.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.180 |
| 1M High / 1M Low: |
0.250 |
0.180 |
| 6M High / 6M Low: |
0.380 |
0.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.188 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.214 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.232 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.59% |
| Volatility 6M: |
|
173.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
