JP Morgan Call 65 BK 20.09.2024
/ DE000JK1GMG3
JP Morgan Call 65 BK 20.09.2024/ DE000JK1GMG3 /
9/4/2024 8:54:31 AM |
Chg.-0.040 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.280EUR |
-12.50% |
- Bid Size: - |
- Ask Size: - |
Bank of New York Mel... |
65.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
JK1GMG |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Bank of New York Mellon Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
1/31/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
19.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.26 |
Implied volatility: |
0.29 |
Historic volatility: |
0.16 |
Parity: |
0.26 |
Time value: |
0.06 |
Break-even: |
62.03 |
Moneyness: |
1.04 |
Premium: |
0.01 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.02 |
Spread %: |
6.67% |
Delta: |
0.78 |
Theta: |
-0.04 |
Omega: |
14.95 |
Rho: |
0.02 |
Quote data
Open: |
0.280 |
High: |
0.280 |
Low: |
0.280 |
Previous Close: |
0.320 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.45% |
1 Month |
|
|
+154.55% |
3 Months |
|
|
+273.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.270 |
1M High / 1M Low: |
0.330 |
0.087 |
6M High / 6M Low: |
0.330 |
0.040 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.298 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.190 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.105 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
281.44% |
Volatility 6M: |
|
321.44% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |