JP Morgan Call 150 FI 17.05.2024
/ DE000JK363R4
JP Morgan Call 150 FI 17.05.2024/ DE000JK363R4 /
| 2024-05-15 12:47:57 PM |
Chg.+0.080 |
Bid9:14:29 PM |
Ask9:14:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
+22.86% |
0.450
Bid Size: 20,000 |
0.490
Ask Size: 20,000 |
Fiserv |
150.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
JK363R |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-05 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.15 |
| Parity: |
0.34 |
| Time value: |
0.12 |
| Break-even: |
143.31 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
3.62 |
| Spread abs.: |
0.09 |
| Spread %: |
24.32% |
| Delta: |
0.71 |
| Theta: |
-0.55 |
| Omega: |
22.06 |
| Rho: |
0.01 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.30% |
| 1 Month |
|
|
-27.12% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.330 |
| 1M High / 1M Low: |
0.760 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.406 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.410 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
613.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
