JP Morgan Call 70 BK 20.12.2024
/ DE000JK5JPH9
JP Morgan Call 70 BK 20.12.2024/ DE000JK5JPH9 /
30/08/2024 11:44:58 |
Chg.-0.020 |
Bid21:57:20 |
Ask21:57:20 |
Underlying |
Strike price |
Expiration date |
Option type |
0.210EUR |
-8.70% |
0.250 Bid Size: 7,500 |
0.270 Ask Size: 7,500 |
Bank of New York Mel... |
70.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
JK5JPH |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Bank of New York Mellon Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
25/03/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
26.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.16 |
Parity: |
-0.25 |
Time value: |
0.23 |
Break-even: |
65.48 |
Moneyness: |
0.96 |
Premium: |
0.08 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.02 |
Spread %: |
9.52% |
Delta: |
0.43 |
Theta: |
-0.02 |
Omega: |
11.46 |
Rho: |
0.07 |
Quote data
Open: |
0.210 |
High: |
0.210 |
Low: |
0.210 |
Previous Close: |
0.230 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+31.25% |
1 Month |
|
|
+31.25% |
3 Months |
|
|
+200.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.160 |
1M High / 1M Low: |
0.230 |
0.100 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.198 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.154 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
263.16% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |