JP Morgan Call 28 AR 15.11.2024
/ DE000JK8JXA2
JP Morgan Call 28 AR 15.11.2024/ DE000JK8JXA2 /
| 2024-05-28 10:46:29 AM |
Chg.- |
Bid12:36:37 PM |
Ask12:36:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
- |
0.840
Bid Size: 2,000 |
0.860
Ask Size: 2,000 |
Antero Resources Cor... |
28.00 USD |
2024-11-15 |
Call |
Master data
| WKN: |
JK8JXA |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Antero Resources Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.36 |
| Parity: |
0.62 |
| Time value: |
0.25 |
| Break-even: |
34.50 |
| Moneyness: |
1.24 |
| Premium: |
0.08 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
2.35% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
2.86 |
| Rho: |
0.08 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.64% |
| 1 Month |
|
|
-9.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.740 |
| 1M High / 1M Low: |
0.910 |
0.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.776 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.810 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
