JP Morgan Call 40 AR 16.01.2026
/ DE000JK6WNT0
JP Morgan Call 40 AR 16.01.2026/ DE000JK6WNT0 /
2024-05-29 9:05:21 AM |
Chg.+0.070 |
Bid11:07:20 AM |
Ask11:07:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.790EUR |
+9.72% |
0.790 Bid Size: 3,000 |
0.880 Ask Size: 3,000 |
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: |
3.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.48 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.60 |
Historic volatility: |
0.36 |
Parity: |
-0.49 |
Time value: |
0.87 |
Break-even: |
45.56 |
Moneyness: |
0.87 |
Premium: |
0.43 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.07 |
Spread %: |
8.75% |
Delta: |
0.61 |
Theta: |
-0.01 |
Omega: |
2.24 |
Rho: |
0.18 |
Quote data
Open: |
0.790 |
High: |
0.790 |
Low: |
0.790 |
Previous Close: |
0.720 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.28% |
1 Month |
|
|
-1.25% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.780 |
0.720 |
1M High / 1M Low: |
0.850 |
0.720 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.744 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.770 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
81.14% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |