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 |
Bid7:21:07 PM |
Ask7:21:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.024EUR |
-31.43% |
0.023 Bid Size: 30,000 |
0.043 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: |
|
- |