JP Morgan Call 40 AR 16.01.2026
/ DE000JK6WNT0
JP Morgan Call 40 AR 16.01.2026/ DE000JK6WNT0 /
| 2024-06-04 9:11:39 AM |
Chg.-0.050 |
Bid5:02:02 PM |
Ask5:02:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
-5.81% |
0.760
Bid Size: 150,000 |
0.780
Ask Size: 150,000 |
Antero Resources Cor... |
40.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
JK6WNT |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Antero Resources Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-04-04 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.35 |
| Parity: |
-0.45 |
| Time value: |
0.82 |
| Break-even: |
44.83 |
| Moneyness: |
0.88 |
| Premium: |
0.39 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.06 |
| Spread %: |
8.54% |
| Delta: |
0.60 |
| Theta: |
-0.01 |
| Omega: |
2.37 |
| Rho: |
0.18 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.860 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
+10.96% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.720 |
| 1M High / 1M Low: |
0.860 |
0.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.792 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.779 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
