JP Morgan Call 186 SIE 17.05.2024
/ DE000JK2VX58
JP Morgan Call 186 SIE 17.05.2024/ DE000JK2VX58 /
| 2024-05-13 9:51:48 AM |
Chg.- |
Bid8:07:55 AM |
Ask8:07:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
- |
0.480
Bid Size: 5,000 |
0.500
Ask Size: 5,000 |
SIEMENS AG NA O.N. |
186.00 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
JK2VX5 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
186.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-28 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
33.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.22 |
| Parity: |
0.24 |
| Time value: |
0.33 |
| Break-even: |
191.70 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
3.88 |
| Spread abs.: |
0.03 |
| Spread %: |
5.56% |
| Delta: |
0.60 |
| Theta: |
-0.54 |
| Omega: |
19.87 |
| Rho: |
0.01 |
Quote data
| Open: |
0.410 |
| High: |
0.530 |
| Low: |
0.410 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+253.33% |
| 1 Month |
|
|
+165.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.150 |
| 1M High / 1M Low: |
0.530 |
0.069 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.316 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.183 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
595.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
