JP Morgan Call 205 WM 17.05.2024
/ DE000JK37JZ5
JP Morgan Call 205 WM 17.05.2024/ DE000JK37JZ5 /
| 2024-05-13 2:51:48 PM |
Chg.+0.080 |
Bid4:09:48 PM |
Ask4:09:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
+13.56% |
0.630
Bid Size: 15,000 |
0.670
Ask Size: 15,000 |
Waste Management |
205.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
JK37JZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waste Management |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
205.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-05 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.14 |
| Parity: |
0.60 |
| Time value: |
0.19 |
| Break-even: |
198.24 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
1.38 |
| Spread abs.: |
0.15 |
| Spread %: |
23.44% |
| Delta: |
0.73 |
| Theta: |
-0.45 |
| Omega: |
18.15 |
| Rho: |
0.01 |
Quote data
| Open: |
0.650 |
| High: |
0.670 |
| Low: |
0.650 |
| Previous Close: |
0.590 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.73% |
| 1 Month |
|
|
+21.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.490 |
| 1M High / 1M Low: |
0.940 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.574 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.636 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
292.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
