JP Morgan Call 55 ADM 20.12.2024
/ DE000JK43XS9
JP Morgan Call 55 ADM 20.12.2024/ DE000JK43XS9 /
| 9/13/2024 12:19:56 PM |
Chg.+0.040 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+7.27% |
-
Bid Size: - |
-
Ask Size: - |
Archer Daniels Midla... |
55.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
JK43XS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Archer Daniels Midland Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
3/4/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.29 |
| Parity: |
0.49 |
| Time value: |
0.10 |
| Break-even: |
55.52 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
3.17% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
7.77 |
| Rho: |
0.11 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.84% |
| 1 Month |
|
|
+9.26% |
| 3 Months |
|
|
-24.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.550 |
| 1M High / 1M Low: |
0.720 |
0.530 |
| 6M High / 6M Low: |
1.110 |
0.530 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.578 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.621 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.826 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.59% |
| Volatility 6M: |
|
107.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
