JP Morgan Call 90 CL 15.11.2024/  DE000JK5F9R9  /

EUWAX
25/07/2024  08:53:09 Chg.+0.030 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.860EUR +3.61% -
Bid Size: -
-
Ask Size: -
Colgate Palmolive Co 90.00 USD 15/11/2024 Call
 

Master data

WKN: JK5F9R
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Colgate Palmolive Co
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 15/11/2024
Issue date: 19/03/2024
Last trading day: 14/11/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.10
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.61
Implied volatility: 0.18
Historic volatility: 0.13
Parity: 0.61
Time value: 0.19
Break-even: 91.07
Moneyness: 1.07
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 2.35%
Delta: 0.81
Theta: -0.02
Omega: 8.95
Rho: 0.20
 

Quote data

Open: 0.860
High: 0.860
Low: 0.860
Previous Close: 0.830
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.42%
1 Month
  -16.50%
3 Months  
+45.76%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.830
1M High / 1M Low: 1.040 0.760
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.920
Avg. volume 1W:   0.000
Avg. price 1M:   0.897
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -