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 |
Bid5:37:34 PM |
Ask5:37:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+20.83% |
0.580
Bid Size: 100,000 |
0.590
Ask Size: 100,000 |
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: |
10.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.16 |
| Parity: |
0.44 |
| Time value: |
0.13 |
| Break-even: |
60.99 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
5.56% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
8.13 |
| Rho: |
0.06 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.72% |
| 1 Month |
|
|
+141.67% |
| 3 Months |
|
|
+176.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
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: |
|
0.426 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.339 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.231 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
402.18% |
| Volatility 6M: |
|
225.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
