JP Morgan Call 95 SWKS 16.08.2024
/ DE000JK761D9
JP Morgan Call 95 SWKS 16.08.2024/ DE000JK761D9 /
| 2024-05-29 8:44:18 AM |
Chg.-0.030 |
Bid1:25:15 PM |
Ask1:25:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-7.14% |
-
Bid Size: - |
-
Ask Size: - |
Skyworks Solutions I... |
95.00 - |
2024-08-16 |
Call |
Master data
| WKN: |
JK761D |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 - |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-04-23 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.28 |
| Parity: |
-1.08 |
| Time value: |
0.44 |
| Break-even: |
99.40 |
| Moneyness: |
0.89 |
| Premium: |
0.18 |
| Premium p.a.: |
1.15 |
| Spread abs.: |
0.04 |
| Spread %: |
10.00% |
| Delta: |
0.36 |
| Theta: |
-0.05 |
| Omega: |
6.94 |
| Rho: |
0.06 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.33% |
| 1 Month |
|
|
-70.23% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.410 |
| 1M High / 1M Low: |
1.540 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.446 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.566 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
297.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
