JP Morgan Call 60 BK 20.09.2024
/ DE000JK1PNW9
JP Morgan Call 60 BK 20.09.2024/ DE000JK1PNW9 /
2024-07-26 12:17:26 PM |
Chg.+0.100 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.580EUR |
+20.83% |
- Bid Size: - |
- Ask Size: - |
Bank of New York Mel... |
60.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
JK1PNW |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Bank of New York Mellon Corporation |
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: |
9.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.53 |
Intrinsic value: |
0.49 |
Implied volatility: |
0.31 |
Historic volatility: |
0.16 |
Parity: |
0.49 |
Time value: |
0.12 |
Break-even: |
61.37 |
Moneyness: |
1.09 |
Premium: |
0.02 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.03 |
Spread %: |
5.17% |
Delta: |
0.80 |
Theta: |
-0.02 |
Omega: |
7.85 |
Rho: |
0.06 |
Quote data
Open: |
0.580 |
High: |
0.580 |
Low: |
0.580 |
Previous Close: |
0.480 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+48.72% |
1 Month |
|
|
+190.00% |
3 Months |
|
|
+176.19% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.580 |
0.390 |
1M High / 1M Low: |
0.580 |
0.200 |
6M High / 6M Low: |
0.580 |
0.110 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.464 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.350 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.234 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
395.07% |
Volatility 6M: |
|
228.42% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |