JP Morgan Call 70 TCOM 20.12.2024
/ DE000JK7YRU3
JP Morgan Call 70 TCOM 20.12.2024/ DE000JK7YRU3 /
| 11/07/2024 12:29:38 |
Chg.-0.006 |
Bid13:13:15 |
Ask13:13:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.076EUR |
-7.32% |
0.074
Bid Size: 5,000 |
0.110
Ask Size: 5,000 |
Trip com Group Ltd |
70.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
JK7YRU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Trip com Group Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
26/04/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
44.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.32 |
| Parity: |
-1.94 |
| Time value: |
0.10 |
| Break-even: |
65.63 |
| Moneyness: |
0.70 |
| Premium: |
0.45 |
| Premium p.a.: |
1.31 |
| Spread abs.: |
0.04 |
| Spread %: |
71.88% |
| Delta: |
0.16 |
| Theta: |
-0.01 |
| Omega: |
7.20 |
| Rho: |
0.03 |
Quote data
| Open: |
0.076 |
| High: |
0.076 |
| Low: |
0.076 |
| Previous Close: |
0.082 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.59% |
| 1 Month |
|
|
-41.54% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.085 |
0.071 |
| 1M High / 1M Low: |
0.130 |
0.055 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.077 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.085 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
