JP Morgan Call 170 GOOG 07.06.2024
/ DE000JK78Q30
JP Morgan Call 170 GOOG 07.06.202.../ DE000JK78Q30 /
| 2024-05-31 12:18:53 PM |
Chg.- |
Bid11:16:23 AM |
Ask11:16:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
- |
0.500
Bid Size: 7,500 |
0.510
Ask Size: 7,500 |
Alphabet C |
170.00 USD |
2024-06-07 |
Call |
Master data
| WKN: |
JK78Q3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Alphabet C |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
2024-06-07 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-06-06 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
0.36 |
| Time value: |
0.09 |
| Break-even: |
161.16 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.01 |
| Spread %: |
2.08% |
| Delta: |
0.76 |
| Theta: |
-0.23 |
| Omega: |
26.90 |
| Rho: |
0.01 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.34% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.460 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.658 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
