JP Morgan Call 48 TCOM 20.09.2024
/ DE000JK0N688
JP Morgan Call 48 TCOM 20.09.2024/ DE000JK0N688 /
11/09/2024 11:57:47 |
Chg.+0.010 |
Bid19:04:35 |
Ask19:04:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.080EUR |
+14.29% |
0.062 Bid Size: 200,000 |
0.072 Ask Size: 200,000 |
Trip com Group Ltd |
48.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
JK0N68 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Trip com Group Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
48.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
25/01/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
57.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.32 |
Parity: |
-0.08 |
Time value: |
0.07 |
Break-even: |
44.30 |
Moneyness: |
0.98 |
Premium: |
0.04 |
Premium p.a.: |
3.39 |
Spread abs.: |
0.01 |
Spread %: |
22.39% |
Delta: |
0.40 |
Theta: |
-0.06 |
Omega: |
22.81 |
Rho: |
0.00 |
Quote data
Open: |
0.080 |
High: |
0.080 |
Low: |
0.080 |
Previous Close: |
0.070 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-38.46% |
1 Month |
|
|
+6.67% |
3 Months |
|
|
-86.89% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.130 |
0.070 |
1M High / 1M Low: |
0.130 |
0.043 |
6M High / 6M Low: |
1.040 |
0.039 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.100 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.078 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.415 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
485.54% |
Volatility 6M: |
|
338.28% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |