JP Morgan Call 12 VALE 20.09.2024
/ DE000JK5N7N2
JP Morgan Call 12 VALE 20.09.2024/ DE000JK5N7N2 /
| 2024-05-31 4:15:19 PM |
Chg.-0.006 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.081EUR |
-6.90% |
-
Bid Size: - |
-
Ask Size: - |
Vale SA |
12.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JK5N7N |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Vale SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.27 |
| Parity: |
0.01 |
| Time value: |
0.08 |
| Break-even: |
12.02 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
11.90% |
| Delta: |
0.58 |
| Theta: |
0.00 |
| Omega: |
6.91 |
| Rho: |
0.02 |
Quote data
| Open: |
0.088 |
| High: |
0.088 |
| Low: |
0.081 |
| Previous Close: |
0.087 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.36% |
| 1 Month |
|
|
-37.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.087 |
| 1M High / 1M Low: |
0.150 |
0.087 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.107 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.121 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
