JP Morgan Call 165 A 15.11.2024
/ DE000JK4CNV3
JP Morgan Call 165 A 15.11.2024/ DE000JK4CNV3 /
| 2024-06-06 8:56:03 AM |
Chg.+0.020 |
Bid10:17:12 AM |
Ask10:17:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
+18.18% |
0.130
Bid Size: 2,000 |
0.230
Ask Size: 2,000 |
Agilent Technologies |
165.00 USD |
2024-11-15 |
Call |
Master data
| WKN: |
JK4CNV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-03-19 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
58.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
-2.89 |
| Time value: |
0.21 |
| Break-even: |
153.85 |
| Moneyness: |
0.81 |
| Premium: |
0.25 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.09 |
| Spread %: |
76.92% |
| Delta: |
0.18 |
| Theta: |
-0.02 |
| Omega: |
10.44 |
| Rho: |
0.09 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.75% |
| 1 Month |
|
|
-61.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.110 |
| 1M High / 1M Low: |
0.840 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.130 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.530 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
317.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
