JP Morgan Call 275 ROK 18.10.2024
/ DE000JK854E0
JP Morgan Call 275 ROK 18.10.2024/ DE000JK854E0 /
| 2024-05-31 11:59:42 AM |
Chg.- |
Bid12:04:06 PM |
Ask12:04:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.42EUR |
- |
1.39
Bid Size: 500 |
1.54
Ask Size: 500 |
Rockwell Automation ... |
275.00 USD |
2024-10-18 |
Call |
Master data
| WKN: |
JK854E |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Rockwell Automation Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
275.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.27 |
| Parity: |
-1.61 |
| Time value: |
1.45 |
| Break-even: |
267.86 |
| Moneyness: |
0.94 |
| Premium: |
0.13 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.14 |
| Spread %: |
10.56% |
| Delta: |
0.44 |
| Theta: |
-0.08 |
| Omega: |
7.26 |
| Rho: |
0.34 |
Quote data
| Open: |
1.42 |
| High: |
1.42 |
| Low: |
1.42 |
| Previous Close: |
1.38 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.22% |
| 1 Month |
|
|
-51.03% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.79 |
1.38 |
| 1M High / 1M Low: |
2.90 |
1.38 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
