JP Morgan Call 46 FRA 18.10.2024
/ DE000JT6FK35
JP Morgan Call 46 FRA 18.10.2024/ DE000JT6FK35 /
| 03/09/2024 18:27:45 |
Chg.- |
Bid09:08:15 |
Ask09:08:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
- |
0.160
Bid Size: 3,000 |
0.210
Ask Size: 3,000 |
FRAPORT AG FFM.AIRPO... |
46.00 EUR |
18/10/2024 |
Call |
Master data
| WKN: |
JT6FK3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
FRAPORT AG FFM.AIRPORT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 EUR |
| Maturity: |
18/10/2024 |
| Issue date: |
25/07/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.27 |
| Parity: |
-0.09 |
| Time value: |
0.27 |
| Break-even: |
48.70 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
0.89 |
| Spread abs.: |
0.10 |
| Spread %: |
58.82% |
| Delta: |
0.50 |
| Theta: |
-0.04 |
| Omega: |
8.30 |
| Rho: |
0.02 |
Quote data
| Open: |
0.180 |
| High: |
0.180 |
| Low: |
0.170 |
| Previous Close: |
0.190 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.53% |
| 1 Month |
|
|
-48.48% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.170 |
| 1M High / 1M Low: |
0.340 |
0.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.188 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.215 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
