JP Morgan Call 156 MRK 17.05.2024
/ DE000JK2AFW5
JP Morgan Call 156 MRK 17.05.2024/ DE000JK2AFW5 /
| 2024-05-07 9:09:34 AM |
Chg.-0.040 |
Bid11:04:18 AM |
Ask11:04:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-16.00% |
0.200
Bid Size: 75,000 |
0.220
Ask Size: 75,000 |
MERCK KGAA O.N. |
156.00 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
JK2AFW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
MERCK KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
156.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
60.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.26 |
| Parity: |
-0.41 |
| Time value: |
0.25 |
| Break-even: |
158.50 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
3.67 |
| Spread abs.: |
0.03 |
| Spread %: |
13.64% |
| Delta: |
0.37 |
| Theta: |
-0.20 |
| Omega: |
22.33 |
| Rho: |
0.01 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
-46.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.150 |
| 1M High / 1M Low: |
0.450 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.252 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
540.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
