JP Morgan Call 54 CMG 20.12.2024
/ DE000JT7KUK8
JP Morgan Call 54 CMG 20.12.2024/ DE000JT7KUK8 /
| 2024-10-16 3:00:25 PM |
Chg.+0.040 |
Bid3:57:40 PM |
Ask3:57:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+5.88% |
0.660
Bid Size: 100,000 |
0.670
Ask Size: 100,000 |
Chipotle Mexican Gri... |
54.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JT7KUK |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Chipotle Mexican Grill Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-08-12 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.24 |
| Parity: |
0.53 |
| Time value: |
0.21 |
| Break-even: |
57.02 |
| Moneyness: |
1.11 |
| Premium: |
0.04 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
4.23% |
| Delta: |
0.75 |
| Theta: |
-0.03 |
| Omega: |
5.54 |
| Rho: |
0.06 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.680 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.03% |
| 1 Month |
|
|
+35.85% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.590 |
| 1M High / 1M Low: |
0.680 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.630 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.589 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
