JP Morgan Call 60 CCC3 20.09.2024
/ DE000JK42VH8
JP Morgan Call 60 CCC3 20.09.2024/ DE000JK42VH8 /
7/26/2024 12:19:14 PM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.610EUR |
- |
- Bid Size: - |
- Ask Size: - |
COCA-COLA CO. D... |
60.00 - |
9/20/2024 |
Call |
Master data
WKN: |
JK42VH |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
COCA-COLA CO. DL-,25 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 - |
Maturity: |
9/20/2024 |
Issue date: |
3/4/2024 |
Last trading day: |
7/26/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.23 |
Implied volatility: |
0.65 |
Historic volatility: |
0.12 |
Parity: |
0.23 |
Time value: |
0.40 |
Break-even: |
66.30 |
Moneyness: |
1.04 |
Premium: |
0.06 |
Premium p.a.: |
0.89 |
Spread abs.: |
0.01 |
Spread %: |
1.61% |
Delta: |
0.62 |
Theta: |
-0.07 |
Omega: |
6.12 |
Rho: |
0.03 |
Quote data
Open: |
0.610 |
High: |
0.610 |
Low: |
0.610 |
Previous Close: |
0.600 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+41.86% |
3 Months |
|
|
+48.78% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.610 |
0.430 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.522 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
113.92% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |