JP Morgan Call 150 GCP 21.06.2024
/ DE000JK6KBB8
JP Morgan Call 150 GCP 21.06.2024/ DE000JK6KBB8 /
| 2024-05-30 9:55:15 AM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.29EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
GE AEROSPACE DL... |
150.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JK6KBB |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
GE AEROSPACE DL -,06 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-05 |
| Last trading day: |
2024-05-30 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.92 |
| Historic volatility: |
0.23 |
| Parity: |
0.22 |
| Time value: |
1.20 |
| Break-even: |
164.20 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
2.98 |
| Spread abs.: |
0.07 |
| Spread %: |
5.19% |
| Delta: |
0.57 |
| Theta: |
-0.33 |
| Omega: |
6.15 |
| Rho: |
0.04 |
Quote data
| Open: |
1.29 |
| High: |
1.29 |
| Low: |
1.29 |
| Previous Close: |
1.74 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.69% |
| 1 Month |
|
|
-0.77% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.74 |
1.29 |
| 1M High / 1M Low: |
1.94 |
1.07 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
