JP Morgan Call 30 AR 16.01.2026
/ DE000JK6WNR4
JP Morgan Call 30 AR 16.01.2026/ DE000JK6WNR4 /
| 29/05/2024 09:05:21 |
Chg.+0.09 |
Bid10:23:12 |
Ask10:23:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
+8.33% |
1.17
Bid Size: 3,000 |
1.26
Ask Size: 3,000 |
Antero Resources Cor... |
30.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
JK6WNR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Antero Resources Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
04/04/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.36 |
| Parity: |
0.43 |
| Time value: |
0.72 |
| Break-even: |
39.17 |
| Moneyness: |
1.16 |
| Premium: |
0.23 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.06 |
| Spread %: |
5.93% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
2.06 |
| Rho: |
0.20 |
Quote data
| Open: |
1.17 |
| High: |
1.17 |
| Low: |
1.17 |
| Previous Close: |
1.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.63% |
| 1 Month |
|
|
+0.86% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.14 |
1.08 |
| 1M High / 1M Low: |
1.22 |
1.06 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
