JP Morgan Call 80 FMC 18.10.2024
/ DE000JK4GWZ6
JP Morgan Call 80 FMC 18.10.2024/ DE000JK4GWZ6 /
| 17/07/2024 10:20:29 |
Chg.- |
Bid08:04:16 |
Ask08:04:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.075EUR |
- |
0.120
Bid Size: 3,000 |
0.160
Ask Size: 3,000 |
FMC Corp |
80.00 USD |
18/10/2024 |
Call |
Master data
| WKN: |
JK4GWZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
FMC Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
15/03/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
41.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.40 |
| Parity: |
-1.90 |
| Time value: |
0.13 |
| Break-even: |
74.68 |
| Moneyness: |
0.74 |
| Premium: |
0.37 |
| Premium p.a.: |
2.48 |
| Spread abs.: |
0.05 |
| Spread %: |
66.67% |
| Delta: |
0.18 |
| Theta: |
-0.02 |
| Omega: |
7.53 |
| Rho: |
0.02 |
Quote data
| Open: |
0.075 |
| High: |
0.075 |
| Low: |
0.075 |
| Previous Close: |
0.065 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+56.25% |
| 1 Month |
|
|
-1.32% |
| 3 Months |
|
|
-58.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.075 |
0.048 |
| 1M High / 1M Low: |
0.086 |
0.048 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.063 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.066 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
256.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
