JP Morgan Call 270 ROK 19.07.2024
/ DE000JK2SSN9
JP Morgan Call 270 ROK 19.07.2024/ DE000JK2SSN9 /
| 2024-05-22 8:57:40 AM |
Chg.-0.05 |
Bid2:29:55 PM |
Ask2:29:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
-3.91% |
1.23
Bid Size: 2,000 |
1.31
Ask Size: 2,000 |
Rockwell Automation ... |
270.00 USD |
2024-07-19 |
Call |
Master data
| WKN: |
JK2SSN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Rockwell Automation Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-02-06 |
| Last trading day: |
2024-07-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.28 |
| Parity: |
0.03 |
| Time value: |
1.33 |
| Break-even: |
262.36 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.10 |
| Spread %: |
7.94% |
| Delta: |
0.55 |
| Theta: |
-0.12 |
| Omega: |
10.04 |
| Rho: |
0.20 |
Quote data
| Open: |
1.23 |
| High: |
1.23 |
| Low: |
1.23 |
| Previous Close: |
1.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.38% |
| 1 Month |
|
|
-43.06% |
| 3 Months |
|
|
-52.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.58 |
1.24 |
| 1M High / 1M Low: |
2.50 |
1.24 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
