JP Morgan Call 68 ON 21.06.2024
/ DE000JK86CY0
JP Morgan Call 68 ON 21.06.2024/ DE000JK86CY0 /
| 2024-06-07 11:31:27 AM |
Chg.-0.180 |
Bid5:59:00 PM |
Ask5:59:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-26.09% |
0.450
Bid Size: 100,000 |
0.460
Ask Size: 100,000 |
ON Semiconductor |
68.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JK86CY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-25 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.40 |
| Parity: |
0.41 |
| Time value: |
0.12 |
| Break-even: |
67.73 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.03 |
| Spread %: |
6.00% |
| Delta: |
0.75 |
| Theta: |
-0.08 |
| Omega: |
9.38 |
| Rho: |
0.02 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.08% |
| 1 Month |
|
|
+8.51% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.490 |
| 1M High / 1M Low: |
0.910 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.562 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.582 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
356.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
