JP Morgan Call 12.4 EOAN 17.05.2024
/ DE000JK3L9C5
JP Morgan Call 12.4 EOAN 17.05.20.../ DE000JK3L9C5 /
| 2024-05-06 9:06:06 AM |
Chg.+0.030 |
Bid3:46:25 PM |
Ask3:46:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+7.69% |
0.420
Bid Size: 75,000 |
0.440
Ask Size: 75,000 |
E.ON SE NA O.N. |
12.40 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
JK3L9C |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
E.ON SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.40 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-05-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
27.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.18 |
| Parity: |
0.22 |
| Time value: |
0.24 |
| Break-even: |
12.86 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.03 |
| Spread %: |
6.98% |
| Delta: |
0.62 |
| Theta: |
-0.02 |
| Omega: |
17.13 |
| Rho: |
0.00 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.53% |
| 1 Month |
|
|
-16.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.340 |
| 1M High / 1M Low: |
0.490 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.372 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
