JP Morgan Call 47 TCOM 20.09.2024
/ DE000JK2ZSE3
JP Morgan Call 47 TCOM 20.09.2024/ DE000JK2ZSE3 /
| 9/9/2024 9:58:46 AM |
Chg.-0.010 |
Bid9:16:44 PM |
Ask9:16:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
-6.67% |
0.120
Bid Size: 200,000 |
0.130
Ask Size: 200,000 |
Trip com Group Ltd |
47.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
JK2ZSE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Trip com Group Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
2/15/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.32 |
| Parity: |
0.05 |
| Time value: |
0.10 |
| Break-even: |
43.93 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
1.19 |
| Spread abs.: |
0.02 |
| Spread %: |
13.33% |
| Delta: |
0.58 |
| Theta: |
-0.06 |
| Omega: |
16.35 |
| Rho: |
0.01 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.65% |
| 1 Month |
|
|
+55.56% |
| 3 Months |
|
|
-78.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.100 |
| 1M High / 1M Low: |
0.200 |
0.052 |
| 6M High / 6M Low: |
1.090 |
0.041 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.152 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.105 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.466 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
448.55% |
| Volatility 6M: |
|
298.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
