JP Morgan Call 90 TXT 20.09.2024
/ DE000JK79CL2
JP Morgan Call 90 TXT 20.09.2024/ DE000JK79CL2 /
| 7/12/2024 12:24:43 PM |
Chg.+0.090 |
Bid12:48:02 PM |
Ask12:48:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
+34.62% |
0.350
Bid Size: 25,000 |
0.360
Ask Size: 25,000 |
Textron Inc |
90.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
JK79CL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Textron Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
4/29/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.22 |
| Parity: |
-0.16 |
| Time value: |
0.36 |
| Break-even: |
86.37 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
0.48 |
| Theta: |
-0.03 |
| Omega: |
10.90 |
| Rho: |
0.07 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.63% |
| 1 Month |
|
|
+2.94% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.220 |
| 1M High / 1M Low: |
0.360 |
0.220 |
| 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: |
|
0.296 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
