JP Morgan Call 290 ROK 18.10.2024
/ DE000JK5G6H5
JP Morgan Call 290 ROK 18.10.2024/ DE000JK5G6H5 /
| 2024-06-03 10:27:19 AM |
Chg.-0.030 |
Bid11:10:40 AM |
Ask11:10:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
-3.06% |
0.940
Bid Size: 500 |
1.090
Ask Size: 500 |
Rockwell Automation ... |
290.00 USD |
2024-10-18 |
Call |
Master data
| WKN: |
JK5G6H |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Rockwell Automation Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-03-15 |
| Last trading day: |
2024-10-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.27 |
| Parity: |
-2.99 |
| Time value: |
1.02 |
| Break-even: |
277.45 |
| Moneyness: |
0.89 |
| Premium: |
0.17 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.14 |
| Spread %: |
15.63% |
| Delta: |
0.35 |
| Theta: |
-0.07 |
| Omega: |
8.01 |
| Rho: |
0.27 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.950 |
| Previous Close: |
0.980 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.00% |
| 1 Month |
|
|
-52.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.260 |
0.880 |
| 1M High / 1M Low: |
2.060 |
0.880 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.514 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
