JP Morgan Call 38 AR 15.11.2024
/ DE000JK87G31
JP Morgan Call 38 AR 15.11.2024/ DE000JK87G31 /
| 2024-05-28 10:46:54 AM |
Chg.- |
Bid11:07:20 AM |
Ask11:07:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
- |
0.360
Bid Size: 3,000 |
0.380
Ask Size: 3,000 |
Antero Resources Cor... |
38.00 USD |
2024-11-15 |
Call |
Master data
| WKN: |
JK87G3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Antero Resources Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 USD |
| Maturity: |
2024-11-15 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2024-11-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.36 |
| Parity: |
-0.31 |
| Time value: |
0.39 |
| Break-even: |
38.92 |
| Moneyness: |
0.91 |
| Premium: |
0.22 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.02 |
| Spread %: |
5.41% |
| Delta: |
0.50 |
| Theta: |
-0.02 |
| Omega: |
4.09 |
| Rho: |
0.06 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.13% |
| 1 Month |
|
|
-20.51% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.310 |
| 1M High / 1M Low: |
0.400 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.322 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.352 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
