JP Morgan Call 245 SND 19.07.2024
/ DE000JK8C353
JP Morgan Call 245 SND 19.07.2024/ DE000JK8C353 /
| 2024-05-31 11:05:59 AM |
Chg.-0.020 |
Bid3:44:49 PM |
Ask3:44:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-10.53% |
0.200
Bid Size: 50,000 |
0.210
Ask Size: 50,000 |
SCHNEIDER ELEC. INH.... |
245.00 EUR |
2024-07-19 |
Call |
Master data
| WKN: |
JK8C35 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
245.00 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-04-25 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
55.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.21 |
| Parity: |
-1.64 |
| Time value: |
0.41 |
| Break-even: |
249.10 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.89 |
| Spread abs.: |
0.20 |
| Spread %: |
95.24% |
| Delta: |
0.29 |
| Theta: |
-0.09 |
| Omega: |
16.08 |
| Rho: |
0.08 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.190 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.33% |
| 1 Month |
|
|
+41.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.190 |
| 1M High / 1M Low: |
0.380 |
0.095 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.296 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.253 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
391.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
