JP Morgan Call 150 CLX 20.12.2024
/ DE000JK4R2T7
JP Morgan Call 150 CLX 20.12.2024/ DE000JK4R2T7 /
2024-05-31 5:15:23 PM |
Chg.+0.070 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.460EUR |
+17.95% |
- Bid Size: - |
- Ask Size: - |
Clorox Co |
150.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
JK4R2T |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Clorox Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-03-07 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
19.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.29 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.21 |
Parity: |
-1.70 |
Time value: |
0.61 |
Break-even: |
144.37 |
Moneyness: |
0.88 |
Premium: |
0.19 |
Premium p.a.: |
0.37 |
Spread abs.: |
0.10 |
Spread %: |
19.61% |
Delta: |
0.36 |
Theta: |
-0.03 |
Omega: |
7.15 |
Rho: |
0.21 |
Quote data
Open: |
0.480 |
High: |
0.480 |
Low: |
0.460 |
Previous Close: |
0.390 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.80% |
1 Month |
|
|
-52.08% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.510 |
0.390 |
1M High / 1M Low: |
1.060 |
0.390 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.456 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.732 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
134.75% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |