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: |
|
- |
