JP Morgan Call 230 SND 17.05.2024
/ DE000JK17VA5
JP Morgan Call 230 SND 17.05.2024/ DE000JK17VA5 /
2024-05-16 9:04:40 AM |
Chg.+0.250 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.800EUR |
+45.45% |
- Bid Size: - |
- Ask Size: - |
SCHNEIDER ELEC. INH.... |
- EUR |
2024-05-17 |
Call |
Master data
WKN: |
JK17VA |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
SCHNEIDER ELEC. INH. EO 4 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
- EUR |
Maturity: |
2024-05-17 |
Issue date: |
2024-02-21 |
Last trading day: |
2024-05-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
17.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.66 |
Intrinsic value: |
0.66 |
Implied volatility: |
1.98 |
Historic volatility: |
0.21 |
Parity: |
0.66 |
Time value: |
0.67 |
Break-even: |
243.30 |
Moneyness: |
1.03 |
Premium: |
0.03 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.50 |
Spread %: |
60.24% |
Delta: |
0.63 |
Theta: |
-4.65 |
Omega: |
11.17 |
Rho: |
0.00 |
Quote data
Open: |
0.800 |
High: |
0.800 |
Low: |
0.800 |
Previous Close: |
0.550 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+400.00% |
1 Month |
|
|
+863.86% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.550 |
0.160 |
1M High / 1M Low: |
0.550 |
0.039 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.400 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.169 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
765.28% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |