JP Morgan Call 8.1 AFR0 20.12.2024
/ DE000JT5D0U5
JP Morgan Call 8.1 AFR0 20.12.202.../ DE000JT5D0U5 /
| 2024-10-16 10:30:00 AM |
Chg.- |
Bid9:22:31 AM |
Ask9:22:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.098EUR |
- |
0.110
Bid Size: 15,000 |
0.130
Ask Size: 15,000 |
AIR FRANCE-KLM INH. ... |
8.10 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
JT5D0U |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AIR FRANCE-KLM INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.10 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-07-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.38 |
| Parity: |
0.06 |
| Time value: |
0.07 |
| Break-even: |
9.40 |
| Moneyness: |
1.08 |
| Premium: |
0.08 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.02 |
| Spread %: |
18.18% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
4.49 |
| Rho: |
0.01 |
Quote data
| Open: |
0.098 |
| High: |
0.098 |
| Low: |
0.098 |
| Previous Close: |
0.099 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.89% |
| 1 Month |
|
|
+7.69% |
| 3 Months |
|
|
+1.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.099 |
0.079 |
| 1M High / 1M Low: |
0.160 |
0.070 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.089 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.103 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
