JP Morgan Call 33 AXA 21.06.2024
/ DE000JK6NYN9
JP Morgan Call 33 AXA 21.06.2024/ DE000JK6NYN9 /
| 2024-06-07 12:03:48 PM |
Chg.-0.004 |
Bid3:13:20 PM |
Ask3:13:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.057EUR |
-6.56% |
0.056
Bid Size: 300,000 |
0.066
Ask Size: 300,000 |
AXA S.A. INH. EO... |
33.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
JK6NYN |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AXA S.A. INH. EO 2,29 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
33.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-11 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
30.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.16 |
| Parity: |
0.04 |
| Time value: |
0.07 |
| Break-even: |
34.10 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.04 |
| Spread %: |
57.14% |
| Delta: |
0.60 |
| Theta: |
-0.03 |
| Omega: |
18.14 |
| Rho: |
0.01 |
Quote data
| Open: |
0.057 |
| High: |
0.057 |
| Low: |
0.057 |
| Previous Close: |
0.061 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.72% |
| 1 Month |
|
|
-17.39% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.081 |
0.039 |
| 1M High / 1M Low: |
0.150 |
0.039 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.097 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
407.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
