JP Morgan Call 16 SNAP 17.05.2024
/ DE000JK10BN5
JP Morgan Call 16 SNAP 17.05.2024/ DE000JK10BN5 /
| 2024-05-06 11:15:36 AM |
Chg.-0.050 |
Bid6:15:11 PM |
Ask6:15:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
-6.58% |
0.740
Bid Size: 30,000 |
0.760
Ask Size: 30,000 |
Snap Inc |
16.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
JK10BN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Snap Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-01-22 |
| Last trading day: |
2024-05-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.58 |
| Parity: |
0.23 |
| Time value: |
0.52 |
| Break-even: |
15.62 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
2.06 |
| Spread abs.: |
0.06 |
| Spread %: |
8.70% |
| Delta: |
0.58 |
| Theta: |
-0.03 |
| Omega: |
11.77 |
| Rho: |
0.00 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.760 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+195.83% |
| 1 Month |
|
|
+195.83% |
| 3 Months |
|
|
-74.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.230 |
| 1M High / 1M Low: |
0.780 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.495 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.325 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,500.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
