JP Morgan Call 53 TCOM 20.09.2024
/ DE000JK2ZSG8
JP Morgan Call 53 TCOM 20.09.2024/ DE000JK2ZSG8 /
| 2024-05-23 2:17:35 PM |
Chg.-0.130 |
Bid9:03:09 PM |
Ask9:03:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-20.63% |
0.410
Bid Size: 150,000 |
0.420
Ask Size: 150,000 |
Trip com Group Ltd |
53.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
JK2ZSG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Trip com Group Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
53.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.33 |
| Parity: |
0.14 |
| Time value: |
0.43 |
| Break-even: |
54.66 |
| Moneyness: |
1.03 |
| Premium: |
0.09 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.02 |
| Spread %: |
3.64% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
5.42 |
| Rho: |
0.08 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.500 |
| Previous Close: |
0.630 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.63% |
| 1 Month |
|
|
+31.58% |
| 3 Months |
|
|
+61.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.600 |
| 1M High / 1M Low: |
0.710 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.648 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.517 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
