JP Morgan Call 55 FMC 15.11.2024
/ DE000JK6MQD8
JP Morgan Call 55 FMC 15.11.2024/ DE000JK6MQD8 /
| 18/07/2024 12:19:52 |
Chg.+0.190 |
Bid16:02:04 |
Ask16:02:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
+22.89% |
1.070
Bid Size: 75,000 |
1.080
Ask Size: 75,000 |
FMC Corp |
55.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
JK6MQD |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
FMC Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
19/04/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.40 |
| Parity: |
0.64 |
| Time value: |
0.42 |
| Break-even: |
60.87 |
| Moneyness: |
1.13 |
| Premium: |
0.08 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.03 |
| Spread %: |
2.91% |
| Delta: |
0.72 |
| Theta: |
-0.03 |
| Omega: |
3.83 |
| Rho: |
0.10 |
Quote data
| Open: |
1.020 |
| High: |
1.020 |
| Low: |
1.020 |
| Previous Close: |
0.830 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+67.21% |
| 1 Month |
|
|
+43.66% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.610 |
| 1M High / 1M Low: |
0.830 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.740 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.710 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
