JP Morgan Call 155 A 19.07.2024
/ DE000JK3JFJ1
JP Morgan Call 155 A 19.07.2024/ DE000JK3JFJ1 /
| 2024-05-23 2:13:13 PM |
Chg.-0.020 |
Bid3:12:16 PM |
Ask3:12:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
-3.33% |
0.550
Bid Size: 3,000 |
0.590
Ask Size: 3,000 |
Agilent Technologies |
155.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JK3JFJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-02-28 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
-0.20 |
| Time value: |
0.62 |
| Break-even: |
149.39 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.06 |
| Spread %: |
10.71% |
| Delta: |
0.50 |
| Theta: |
-0.07 |
| Omega: |
11.33 |
| Rho: |
0.10 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.71% |
| 1 Month |
|
|
+286.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.600 |
| 1M High / 1M Low: |
0.680 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.652 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.360 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
341.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
