JP Morgan Call 70 ON 20.12.2024
/ DE000JK7DYX7
JP Morgan Call 70 ON 20.12.2024/ DE000JK7DYX7 /
| 2024-11-12 9:48:00 AM |
Chg.0.000 |
Bid7:56:18 AM |
Ask7:56:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
ON Semiconductor |
70.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
JK7DYX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.42 |
| Parity: |
0.00 |
| Time value: |
0.38 |
| Break-even: |
69.40 |
| Moneyness: |
1.00 |
| Premium: |
0.06 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.02 |
| Spread %: |
5.26% |
| Delta: |
0.54 |
| Theta: |
-0.05 |
| Omega: |
9.37 |
| Rho: |
0.03 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.75% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-49.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.420 |
| 1M High / 1M Low: |
0.750 |
0.420 |
| 6M High / 6M Low: |
1.380 |
0.420 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.496 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.564 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.899 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
264.76% |
| Volatility 6M: |
|
220.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
