JP Morgan Call 80 HWM 18.10.2024
/ DE000JK8TT94
JP Morgan Call 80 HWM 18.10.2024/ DE000JK8TT94 /
7/30/2024 9:31:34 AM |
Chg.- |
Bid10:34:10 AM |
Ask10:34:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.760EUR |
- |
1.490 Bid Size: 5,000 |
1.540 Ask Size: 5,000 |
Howmet Aerospace Inc |
80.00 USD |
10/18/2024 |
Call |
Master data
WKN: |
JK8TT9 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Howmet Aerospace Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 USD |
Maturity: |
10/18/2024 |
Issue date: |
5/2/2024 |
Last trading day: |
10/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.38 |
Intrinsic value: |
1.28 |
Implied volatility: |
0.45 |
Historic volatility: |
0.28 |
Parity: |
1.28 |
Time value: |
0.25 |
Break-even: |
89.27 |
Moneyness: |
1.17 |
Premium: |
0.03 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.05 |
Spread %: |
3.38% |
Delta: |
0.82 |
Theta: |
-0.04 |
Omega: |
4.64 |
Rho: |
0.12 |
Quote data
Open: |
0.760 |
High: |
0.760 |
Low: |
0.760 |
Previous Close: |
0.740 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.14% |
1 Month |
|
|
+28.81% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.760 |
0.550 |
1M High / 1M Low: |
0.760 |
0.450 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.694 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.571 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
237.58% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |