JP Morgan Call 60 ADM 20.09.2024
/ DE000JK0N3U1
JP Morgan Call 60 ADM 20.09.2024/ DE000JK0N3U1 /
| 2024-07-26 12:16:03 PM |
Chg.+0.070 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+17.95% |
-
Bid Size: - |
-
Ask Size: - |
Archer Daniels Midla... |
60.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JK0N3U |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Archer Daniels Midland Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.30 |
| Parity: |
0.37 |
| Time value: |
0.10 |
| Break-even: |
59.97 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
6.25% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
9.81 |
| Rho: |
0.06 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.86% |
| 1 Month |
|
|
+39.39% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.370 |
| 1M High / 1M Low: |
0.620 |
0.320 |
| 6M High / 6M Low: |
0.670 |
0.280 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.448 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.454 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.435 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
257.02% |
| Volatility 6M: |
|
171.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
