JP Morgan Call 120 SWKS 16.08.2024
/ DE000JB8KTW3
JP Morgan Call 120 SWKS 16.08.202.../ DE000JB8KTW3 /
| 2024-06-04 12:15:12 PM |
Chg.-0.011 |
Bid7:57:04 PM |
Ask7:57:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.024EUR |
-31.43% |
0.020
Bid Size: 30,000 |
0.040
Ask Size: 30,000 |
Skyworks Solutions I... |
120.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
JB8KTW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2023-12-18 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
83.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.28 |
| Parity: |
-2.62 |
| Time value: |
0.10 |
| Break-even: |
111.03 |
| Moneyness: |
0.76 |
| Premium: |
0.33 |
| Premium p.a.: |
3.09 |
| Spread abs.: |
0.08 |
| Spread %: |
307.41% |
| Delta: |
0.13 |
| Theta: |
-0.03 |
| Omega: |
10.41 |
| Rho: |
0.02 |
Quote data
| Open: |
0.024 |
| High: |
0.024 |
| Low: |
0.024 |
| Previous Close: |
0.035 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-54.72% |
| 3 Months |
|
|
-94.00% |
| YTD |
|
|
-97.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.035 |
0.023 |
| 1M High / 1M Low: |
0.051 |
0.023 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
0.850 |
| Low (YTD): |
2024-05-30 |
0.023 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.028 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.034 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
334.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
