JP Morgan Call 120 ORCL 17.05.2024
/ DE000JK3XT02
JP Morgan Call 120 ORCL 17.05.202.../ DE000JK3XT02 /
2024-05-03 9:22:32 AM |
Chg.+0.006 |
Bid5:16:26 PM |
Ask5:16:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.068EUR |
+9.68% |
0.063 Bid Size: 100,000 |
0.073 Ask Size: 100,000 |
Oracle Corp |
120.00 USD |
2024-05-17 |
Call |
Master data
WKN: |
JK3XT0 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Oracle Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 USD |
Maturity: |
2024-05-17 |
Issue date: |
2024-02-21 |
Last trading day: |
2024-05-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
161.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.30 |
Parity: |
-0.47 |
Time value: |
0.07 |
Break-even: |
112.50 |
Moneyness: |
0.96 |
Premium: |
0.05 |
Premium p.a.: |
2.57 |
Spread abs.: |
0.01 |
Spread %: |
16.39% |
Delta: |
0.22 |
Theta: |
-0.06 |
Omega: |
35.07 |
Rho: |
0.01 |
Quote data
Open: |
0.068 |
High: |
0.068 |
Low: |
0.068 |
Previous Close: |
0.062 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-47.69% |
1 Month |
|
|
-89.21% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.150 |
0.062 |
1M High / 1M Low: |
0.790 |
0.062 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.113 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.352 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
404.91% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |