JP Morgan Call 80 NKE 16.08.2024
/ DE000JT4SZS0
JP Morgan Call 80 NKE 16.08.2024/ DE000JT4SZS0 /
8/2/2024 8:30:00 AM |
Chg.-0.011 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.011EUR |
-50.00% |
- Bid Size: - |
- Ask Size: - |
Nike Inc |
80.00 USD |
8/16/2024 |
Call |
Master data
WKN: |
JT4SZS |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Nike Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 USD |
Maturity: |
8/16/2024 |
Issue date: |
7/2/2024 |
Last trading day: |
8/15/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
284.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.30 |
Parity: |
-0.55 |
Time value: |
0.02 |
Break-even: |
73.56 |
Moneyness: |
0.93 |
Premium: |
0.08 |
Premium p.a.: |
8.74 |
Spread abs.: |
0.01 |
Spread %: |
62.50% |
Delta: |
0.12 |
Theta: |
-0.03 |
Omega: |
33.42 |
Rho: |
0.00 |
Quote data
Open: |
0.011 |
High: |
0.011 |
Low: |
0.011 |
Previous Close: |
0.022 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-35.29% |
1 Month |
|
|
-86.42% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.024 |
0.011 |
1M High / 1M Low: |
0.081 |
0.011 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.018 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.038 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
359.75% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |