JP Morgan Call 60 FMC 18.10.2024
/ DE000JK6KCY8
JP Morgan Call 60 FMC 18.10.2024/ DE000JK6KCY8 /
| 9/26/2024 9:54:21 AM |
Chg.- |
Bid7:17:05 PM |
Ask7:17:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
- |
0.570
Bid Size: 75,000 |
0.580
Ask Size: 75,000 |
FMC Corp |
60.00 USD |
10/18/2024 |
Call |
Master data
| WKN: |
JK6KCY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
FMC Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
4/5/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.40 |
| Parity: |
0.53 |
| Time value: |
0.07 |
| Break-even: |
59.68 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
5.26% |
| Delta: |
0.84 |
| Theta: |
-0.04 |
| Omega: |
8.24 |
| Rho: |
0.02 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.35% |
| 1 Month |
|
|
-31.25% |
| 3 Months |
|
|
+2.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.320 |
| 1M High / 1M Low: |
0.660 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.420 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.473 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
