JP Morgan Call 72 HWM 15.11.2024
/ DE000JK9H0X0
JP Morgan Call 72 HWM 15.11.2024/ DE000JK9H0X0 /
| 30/07/2024 09:31:52 |
Chg.+0.04 |
Bid12:27:08 |
Ask12:27:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.37EUR |
+3.01% |
-
Bid Size: - |
-
Ask Size: - |
Howmet Aerospace Inc |
72.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
JK9H0X |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Howmet Aerospace Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
02/05/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.25 |
| Parity: |
1.00 |
| Time value: |
0.38 |
| Break-even: |
80.35 |
| Moneyness: |
1.15 |
| Premium: |
0.05 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.04 |
| Spread %: |
2.99% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
4.24 |
| Rho: |
0.13 |
Quote data
| Open: |
1.37 |
| High: |
1.37 |
| Low: |
1.37 |
| Previous Close: |
1.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.32% |
| 1 Month |
|
|
+20.18% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
1.09 |
| 1M High / 1M Low: |
1.33 |
0.96 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
