JP Morgan Call 95 CL 15.11.2024
/ DE000JK5F9S7
JP Morgan Call 95 CL 15.11.2024/ DE000JK5F9S7 /
| 7/31/2024 1:51:23 PM |
Chg.-0.050 |
Bid6:19:26 PM |
Ask6:19:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-6.33% |
0.620
Bid Size: 100,000 |
0.630
Ask Size: 100,000 |
Colgate Palmolive Co |
95.00 USD |
11/15/2024 |
Call |
Master data
| WKN: |
JK5F9S |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Colgate Palmolive Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 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: |
13.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.13 |
| Parity: |
0.51 |
| Time value: |
0.20 |
| Break-even: |
94.95 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.32% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
10.19 |
| Rho: |
0.19 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.790 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.00% |
| 1 Month |
|
|
+19.35% |
| 3 Months |
|
|
+146.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.500 |
| 1M High / 1M Low: |
0.790 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.608 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.560 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
