JP Morgan Call 196 SIE 17.05.2024
/ DE000JK492Q3
JP Morgan Call 196 SIE 17.05.2024/ DE000JK492Q3 /
| 2024-05-06 11:24:05 AM |
Chg.-0.003 |
Bid6:19:15 PM |
Ask6:19:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.019EUR |
-13.64% |
0.022
Bid Size: 5,000 |
0.072
Ask Size: 5,000 |
SIEMENS AG NA O.N. |
196.00 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
JK492Q |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SIEMENS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
196.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-01 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
362.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.22 |
| Parity: |
-1.84 |
| Time value: |
0.05 |
| Break-even: |
196.49 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
27.51 |
| Spread abs.: |
0.03 |
| Spread %: |
157.89% |
| Delta: |
0.09 |
| Theta: |
-0.09 |
| Omega: |
31.83 |
| Rho: |
0.00 |
Quote data
| Open: |
0.019 |
| High: |
0.019 |
| Low: |
0.019 |
| Previous Close: |
0.022 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.48% |
| 1 Month |
|
|
-32.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.029 |
0.009 |
| 1M High / 1M Low: |
0.086 |
0.009 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.020 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.039 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
797.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
