JP Morgan Call 35 KHC 20.09.2024
/ DE000JK3S7Y6
JP Morgan Call 35 KHC 20.09.2024/ DE000JK3S7Y6 /
| 2024-05-22 11:13:08 AM |
Chg.+0.020 |
Bid11:22:19 AM |
Ask11:22:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
+11.11% |
0.210
Bid Size: 15,000 |
0.230
Ask Size: 15,000 |
Kraft Heinz Company |
35.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JK3S7Y |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Kraft Heinz Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-16 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.17 |
| Parity: |
0.08 |
| Time value: |
0.10 |
| Break-even: |
34.09 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
11.11% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
12.38 |
| Rho: |
0.07 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.76% |
| 1 Month |
|
|
-44.44% |
| 3 Months |
|
|
-25.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.180 |
| 1M High / 1M Low: |
0.420 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.194 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.269 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
