JP Morgan Call 90 CPA 15.11.2024
/ DE000JK5F9R9
JP Morgan Call 90 CPA 15.11.2024/ DE000JK5F9R9 /
8/8/2024 8:52:26 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.33EUR |
- |
- Bid Size: - |
- Ask Size: - |
COLGATE-PALMOLIVE ... |
90.00 - |
11/15/2024 |
Call |
Master data
WKN: |
JK5F9R |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
COLGATE-PALMOLIVE DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 - |
Maturity: |
11/15/2024 |
Issue date: |
3/19/2024 |
Last trading day: |
8/8/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.15 |
Implied volatility: |
0.68 |
Historic volatility: |
0.13 |
Parity: |
0.15 |
Time value: |
1.20 |
Break-even: |
103.50 |
Moneyness: |
1.02 |
Premium: |
0.13 |
Premium p.a.: |
0.62 |
Spread abs.: |
0.02 |
Spread %: |
1.50% |
Delta: |
0.60 |
Theta: |
-0.07 |
Omega: |
4.05 |
Rho: |
0.10 |
Quote data
Open: |
1.33 |
High: |
1.33 |
Low: |
1.33 |
Previous Close: |
1.38 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
-3.62% |
1 Month |
|
|
+47.78% |
3 Months |
|
|
+72.73% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.38 |
1.33 |
1M High / 1M Low: |
1.38 |
0.83 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.36 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.05 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
166.81% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |