JP Morgan Call 4.5 TKA 17.05.2024
/ DE000JK195S8
JP Morgan Call 4.5 TKA 17.05.2024/ DE000JK195S8 /
| 2024-05-03 9:18:22 AM |
Chg.+0.100 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+25.64% |
-
Bid Size: - |
-
Ask Size: - |
THYSSENKRUPP AG O.N. |
4.50 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
JK195S |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
THYSSENKRUPP AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.50 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-05-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.33 |
| Parity: |
0.34 |
| Time value: |
0.16 |
| Break-even: |
5.00 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
1.55 |
| Spread abs.: |
0.04 |
| Spread %: |
8.70% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
6.81 |
| Rho: |
0.00 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.43% |
| 1 Month |
|
|
-43.02% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.390 |
| 1M High / 1M Low: |
1.050 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.440 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.577 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
