JP Morgan Call 84 HWM 15.11.2024
/ DE000JK9HW43
JP Morgan Call 84 HWM 15.11.2024/ DE000JK9HW43 /
14/08/2024 09:36:06 |
Chg.+0.09 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
1.35EUR |
+7.14% |
- Bid Size: - |
- Ask Size: - |
Howmet Aerospace Inc |
84.00 USD |
15/11/2024 |
Call |
Master data
WKN: |
JK9HW4 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Howmet Aerospace Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
84.00 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: |
6.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.10 |
Intrinsic value: |
0.90 |
Implied volatility: |
0.44 |
Historic volatility: |
0.28 |
Parity: |
0.90 |
Time value: |
0.40 |
Break-even: |
89.39 |
Moneyness: |
1.12 |
Premium: |
0.05 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.03 |
Spread %: |
2.36% |
Delta: |
0.74 |
Theta: |
-0.04 |
Omega: |
4.89 |
Rho: |
0.13 |
Quote data
Open: |
1.35 |
High: |
1.35 |
Low: |
1.35 |
Previous Close: |
1.26 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+48.35% |
1 Month |
|
|
+187.23% |
3 Months |
|
|
+117.74% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.35 |
0.91 |
1M High / 1M Low: |
1.43 |
0.41 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.19 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.84 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
390.78% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |