JP Morgan Call 280 ADP 15.11.2024
/ DE000JK5YJX8
JP Morgan Call 280 ADP 15.11.2024/ DE000JK5YJX8 /
2024-06-10 9:01:22 AM |
Chg.+0.100 |
Bid6:22:17 PM |
Ask6:22:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.700EUR |
+16.67% |
0.520 Bid Size: 30,000 |
0.540 Ask Size: 30,000 |
Automatic Data Proce... |
280.00 USD |
2024-11-15 |
Call |
Master data
WKN: |
JK5YJX |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Automatic Data Processing Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
280.00 USD |
Maturity: |
2024-11-15 |
Issue date: |
2024-03-19 |
Last trading day: |
2024-11-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
33.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.17 |
Parity: |
-2.57 |
Time value: |
0.70 |
Break-even: |
266.73 |
Moneyness: |
0.90 |
Premium: |
0.14 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.03 |
Spread %: |
4.17% |
Delta: |
0.32 |
Theta: |
-0.05 |
Omega: |
10.63 |
Rho: |
0.29 |
Quote data
Open: |
0.700 |
High: |
0.700 |
Low: |
0.700 |
Previous Close: |
0.600 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+25.00% |
1 Month |
|
|
+11.11% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.500 |
1M High / 1M Low: |
0.880 |
0.450 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.556 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.639 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
197.12% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |