JP Morgan Call 55 FMC 18.10.2024
/ DE000JK7N7A7
JP Morgan Call 55 FMC 18.10.2024/ DE000JK7N7A7 /
| 7/17/2024 12:53:53 PM |
Chg.- |
Bid8:06:17 AM |
Ask8:06:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
- |
0.940
Bid Size: 5,000 |
0.970
Ask Size: 5,000 |
FMC Corp |
55.00 USD |
10/18/2024 |
Call |
Master data
| WKN: |
JK7N7A |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
FMC Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
4/19/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.40 |
| Parity: |
0.39 |
| Time value: |
0.38 |
| Break-even: |
58.15 |
| Moneyness: |
1.08 |
| Premium: |
0.07 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.03 |
| Spread %: |
4.05% |
| Delta: |
0.68 |
| Theta: |
-0.03 |
| Omega: |
4.77 |
| Rho: |
0.07 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.730 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.14% |
| 1 Month |
|
|
+17.74% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.510 |
| 1M High / 1M Low: |
0.730 |
0.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.642 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.614 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
