JP Morgan Call 185 PEP 31.05.2024
/ DE000JK722K6
JP Morgan Call 185 PEP 31.05.2024/ DE000JK722K6 /
| 2024-05-22 11:13:53 AM |
Chg.- |
Bid10:23:29 AM |
Ask10:23:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.074EUR |
- |
0.084
Bid Size: 2,000 |
0.160
Ask Size: 2,000 |
PepsiCo Inc |
185.00 USD |
2024-05-31 |
Call |
Master data
| WKN: |
JK722K |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
PepsiCo Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
185.00 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: |
93.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.15 |
| Parity: |
-0.27 |
| Time value: |
0.18 |
| Break-even: |
172.70 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
2.32 |
| Spread abs.: |
0.08 |
| Spread %: |
80.00% |
| Delta: |
0.37 |
| Theta: |
-0.18 |
| Omega: |
34.67 |
| Rho: |
0.01 |
Quote data
| Open: |
0.074 |
| High: |
0.074 |
| Low: |
0.074 |
| Previous Close: |
0.063 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.33% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.063 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.100 |
| 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: |
|
- |
