JP Morgan Call 90 MDT 15.11.2024
/ DE000JK4L7U0
JP Morgan Call 90 MDT 15.11.2024/ DE000JK4L7U0 /
| 8/1/2024 8:44:37 AM |
Chg.-0.010 |
Bid6:36:19 PM |
Ask6:36:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
-9.09% |
0.100
Bid Size: 100,000 |
0.110
Ask Size: 100,000 |
Medtronic PLC |
90.00 USD |
11/15/2024 |
Call |
Master data
| WKN: |
JK4L7U |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
3/19/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
73.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
-0.89 |
| Time value: |
0.10 |
| Break-even: |
84.17 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.01 |
| Spread %: |
10.00% |
| Delta: |
0.21 |
| Theta: |
-0.01 |
| Omega: |
15.50 |
| Rho: |
0.04 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.100 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.17% |
| 1 Month |
|
|
+35.14% |
| 3 Months |
|
|
-52.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.075 |
| 1M High / 1M Low: |
0.130 |
0.041 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.092 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.070 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
549.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
