JP Morgan Call 510 NOC 15.11.2024
/ DE000JK5EF66
JP Morgan Call 510 NOC 15.11.2024/ DE000JK5EF66 /
8/30/2024 8:44:41 AM |
Chg.+0.030 |
Bid9:59:36 PM |
Ask9:59:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
+14.29% |
0.260 Bid Size: 7,500 |
0.280 Ask Size: 7,500 |
Northrop Grumman Cor... |
510.00 USD |
11/15/2024 |
Call |
Master data
WKN: |
JK5EF6 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Northrop Grumman Corp Holding Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
510.00 USD |
Maturity: |
11/15/2024 |
Issue date: |
3/19/2024 |
Last trading day: |
11/14/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.25 |
Intrinsic value: |
0.12 |
Implied volatility: |
0.23 |
Historic volatility: |
0.19 |
Parity: |
0.12 |
Time value: |
0.16 |
Break-even: |
489.65 |
Moneyness: |
1.03 |
Premium: |
0.03 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.02 |
Spread %: |
7.69% |
Delta: |
0.64 |
Theta: |
-0.15 |
Omega: |
10.90 |
Rho: |
0.58 |
Quote data
Open: |
0.240 |
High: |
0.240 |
Low: |
0.240 |
Previous Close: |
0.210 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+20.00% |
1 Month |
|
|
+100.00% |
3 Months |
|
|
+313.79% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.240 |
0.190 |
1M High / 1M Low: |
0.240 |
0.120 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.208 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.184 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
200.11% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |