JP Morgan Call 180 PEP 31.05.2024
/ DE000JK9LFS5
JP Morgan Call 180 PEP 31.05.2024/ DE000JK9LFS5 /
| 2024-05-23 11:16:13 AM |
Chg.+0.030 |
Bid11:36:39 AM |
Ask11:36:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+11.11% |
0.310
Bid Size: 3,000 |
0.380
Ask Size: 3,000 |
PepsiCo Inc |
180.00 USD |
2024-05-31 |
Call |
Master data
| WKN: |
JK9LFS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
PepsiCo Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
2024-05-31 |
| Issue date: |
2024-05-06 |
| Last trading day: |
2024-05-30 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
42.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.15 |
| Parity: |
0.19 |
| Time value: |
0.21 |
| Break-even: |
170.28 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.07 |
| Spread %: |
21.21% |
| Delta: |
0.62 |
| Theta: |
-0.18 |
| Omega: |
26.16 |
| Rho: |
0.02 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.240 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.310 |
| 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: |
|
- |
