JP Morgan Call 85 TXT 15.11.2024
/ DE000JK8RBY1
JP Morgan Call 85 TXT 15.11.2024/ DE000JK8RBY1 /
| 18/10/2024 12:51:03 |
Chg.+0.180 |
Bid22:00:30 |
Ask22:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+36.00% |
-
Bid Size: - |
-
Ask Size: - |
Textron Inc |
85.00 USD |
15/11/2024 |
Call |
Master data
| WKN: |
JK8RBY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Textron Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
15/11/2024 |
| Issue date: |
29/04/2024 |
| Last trading day: |
14/11/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.20 |
| Parity: |
0.46 |
| Time value: |
0.14 |
| Break-even: |
84.29 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
1.54% |
| Delta: |
0.75 |
| Theta: |
-0.05 |
| Omega: |
10.23 |
| Rho: |
0.04 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.55% |
| 1 Month |
|
|
+3.03% |
| 3 Months |
|
|
-36.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.490 |
| 1M High / 1M Low: |
0.680 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.554 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.509 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
