JP Morgan Call 125 ICE 18.10.2024
/ DE000JK0K4M9
JP Morgan Call 125 ICE 18.10.2024/ DE000JK0K4M9 /
| 2024-05-31 12:50:01 PM |
Chg.+0.17 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
+16.67% |
-
Bid Size: - |
-
Ask Size: - |
Intercontinental Exc... |
125.00 USD |
2024-10-18 |
Call |
Master data
| WKN: |
JK0K4M |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Intercontinental Exchange Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-01-29 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.15 |
| Parity: |
0.82 |
| Time value: |
0.37 |
| Break-even: |
127.11 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
4.88% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
8.04 |
| Rho: |
0.32 |
Quote data
| Open: |
1.19 |
| High: |
1.19 |
| Low: |
1.19 |
| Previous Close: |
1.02 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.53% |
| 1 Month |
|
|
+2.59% |
| 3 Months |
|
|
-37.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.39 |
1.02 |
| 1M High / 1M Low: |
1.60 |
0.74 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
