JP Morgan Call 65 FMC 18.10.2024
/ DE000JK4GWW3
JP Morgan Call 65 FMC 18.10.2024/ DE000JK4GWW3 /
2024-08-16 10:24:20 AM |
Chg.+0.020 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
+7.41% |
- Bid Size: - |
- Ask Size: - |
FMC Corp |
65.00 USD |
2024-10-18 |
Call |
Master data
WKN: |
JK4GWW |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
FMC Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 USD |
Maturity: |
2024-10-18 |
Issue date: |
2024-03-15 |
Last trading day: |
2024-10-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
18.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.41 |
Parity: |
-0.16 |
Time value: |
0.31 |
Break-even: |
62.03 |
Moneyness: |
0.97 |
Premium: |
0.08 |
Premium p.a.: |
0.59 |
Spread abs.: |
0.03 |
Spread %: |
9.68% |
Delta: |
0.48 |
Theta: |
-0.03 |
Omega: |
8.86 |
Rho: |
0.04 |
Quote data
Open: |
0.290 |
High: |
0.290 |
Low: |
0.290 |
Previous Close: |
0.270 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.38% |
1 Month |
|
|
-9.38% |
3 Months |
|
|
-56.72% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.320 |
0.240 |
1M High / 1M Low: |
0.460 |
0.240 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.278 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.325 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
266.79% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |