JP Morgan Call 46 FRA 20.09.2024
/ DE000JK7TQK6
JP Morgan Call 46 FRA 20.09.2024/ DE000JK7TQK6 /
| 12/07/2024 18:14:48 |
Chg.-0.020 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-5.41% |
-
Bid Size: - |
-
Ask Size: - |
FRAPORT AG FFM.AIRPO... |
46.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
JK7TQK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
FRAPORT AG FFM.AIRPORT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
15/04/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.28 |
| Parity: |
0.10 |
| Time value: |
0.35 |
| Break-even: |
50.50 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.10 |
| Spread %: |
28.57% |
| Delta: |
0.60 |
| Theta: |
-0.03 |
| Omega: |
6.23 |
| Rho: |
0.04 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.350 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.91% |
| 1 Month |
|
|
-49.28% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.350 |
| 1M High / 1M Low: |
0.690 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.390 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.520 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
