JP Morgan Call 225 SND 21.06.2024
/ DE000JK0CDL3
JP Morgan Call 225 SND 21.06.2024/ DE000JK0CDL3 /
| 2024-05-17 9:12:37 AM |
Chg.-0.45 |
Bid2:58:36 PM |
Ask2:58:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.88EUR |
-33.83% |
0.66
Bid Size: 50,000 |
0.67
Ask Size: 50,000 |
SCHNEIDER ELEC. INH.... |
225.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
JK0CDL |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
225.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
0.79 |
| Time value: |
0.53 |
| Break-even: |
238.10 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.30 |
| Spread %: |
29.70% |
| Delta: |
0.68 |
| Theta: |
-0.12 |
| Omega: |
12.13 |
| Rho: |
0.14 |
Quote data
| Open: |
0.88 |
| High: |
0.88 |
| Low: |
0.88 |
| Previous Close: |
1.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.12% |
| 1 Month |
|
|
+166.67% |
| 3 Months |
|
|
+225.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
0.89 |
| 1M High / 1M Low: |
1.33 |
0.27 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
390.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
