JP Morgan Call 215 SND 19.07.2024
/ DE000JK86EW0
JP Morgan Call 215 SND 19.07.2024/ DE000JK86EW0 /
| 2024-05-31 11:03:58 AM |
Chg.-0.09 |
Bid11:13:41 AM |
Ask11:13:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.59EUR |
-5.36% |
1.61
Bid Size: 50,000 |
1.62
Ask Size: 50,000 |
SCHNEIDER ELEC. INH.... |
215.00 EUR |
2024-07-19 |
Call |
Master data
| WKN: |
JK86EW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
215.00 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-04-25 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
1.37 |
| Time value: |
0.62 |
| Break-even: |
234.80 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.20 |
| Spread %: |
11.24% |
| Delta: |
0.73 |
| Theta: |
-0.11 |
| Omega: |
8.39 |
| Rho: |
0.20 |
Quote data
| Open: |
1.59 |
| High: |
1.59 |
| Low: |
1.59 |
| Previous Close: |
1.68 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.82% |
| 1 Month |
|
|
+80.68% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.29 |
1.68 |
| 1M High / 1M Low: |
2.29 |
0.78 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
