JP Morgan Call 65 DAL 21.03.2025
/ DE000JK9Y843
JP Morgan Call 65 DAL 21.03.2025/ DE000JK9Y843 /
| 7/9/2024 1:53:48 PM |
Chg.- |
Bid10:36:09 AM |
Ask10:36:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.096EUR |
- |
0.100
Bid Size: 15,000 |
0.110
Ask Size: 15,000 |
Delta Air Lines Inc |
65.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
JK9Y84 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
5/20/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
39.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.26 |
| Parity: |
-1.67 |
| Time value: |
0.11 |
| Break-even: |
61.21 |
| Moneyness: |
0.72 |
| Premium: |
0.41 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.01 |
| Spread %: |
10.00% |
| Delta: |
0.18 |
| Theta: |
-0.01 |
| Omega: |
7.23 |
| Rho: |
0.05 |
Quote data
| Open: |
0.096 |
| High: |
0.096 |
| Low: |
0.096 |
| Previous Close: |
0.091 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.00% |
| 1 Month |
|
|
-49.47% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.091 |
| 1M High / 1M Low: |
0.190 |
0.091 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.101 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.144 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
