JP Morgan Call 360 DCO 17.05.2024
/ DE000JK32UF5
JP Morgan Call 360 DCO 17.05.2024/ DE000JK32UF5 /
| 2024-05-15 9:19:21 AM |
Chg.+0.040 |
Bid8:28:44 PM |
Ask8:28:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+8.89% |
0.500
Bid Size: 30,000 |
-
Ask Size: - |
DEERE CO. ... |
360.00 - |
2024-05-17 |
Call |
Master data
| WKN: |
JK32UF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
DEERE CO. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 - |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-05-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
3.02 |
| Historic volatility: |
0.21 |
| Parity: |
0.22 |
| Time value: |
0.23 |
| Break-even: |
405.00 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
-0.04 |
| Spread %: |
-8.16% |
| Delta: |
0.65 |
| Theta: |
-7.95 |
| Omega: |
5.48 |
| Rho: |
0.01 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.36% |
| 1 Month |
|
|
+19.51% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.430 |
| 1M High / 1M Low: |
0.480 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.450 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.398 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
