JP Morgan Call 90 HWM 18.10.2024
/ DE000JK8GWE2
JP Morgan Call 90 HWM 18.10.2024/ DE000JK8GWE2 /
| 7/26/2024 8:38:06 AM |
Chg.- |
Bid12:08:22 PM |
Ask12:08:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
- |
0.320
Bid Size: 5,000 |
0.360
Ask Size: 5,000 |
Howmet Aerospace Inc |
90.00 USD |
10/18/2024 |
Call |
Master data
| WKN: |
JK8GWE |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Howmet Aerospace Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
5/7/2024 |
| Last trading day: |
10/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.25 |
| Parity: |
-0.67 |
| Time value: |
0.36 |
| Break-even: |
86.53 |
| Moneyness: |
0.92 |
| Premium: |
0.14 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.04 |
| Spread %: |
12.50% |
| Delta: |
0.38 |
| Theta: |
-0.04 |
| Omega: |
8.13 |
| Rho: |
0.06 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+77.78% |
| 1 Month |
|
|
+28.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.180 |
| 1M High / 1M Low: |
0.320 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.242 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.222 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
329.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
