JP Morgan Call 60 AR 16.01.2026
/ DE000JK7PKW2
JP Morgan Call 60 AR 16.01.2026/ DE000JK7PKW2 /
| 2024-06-04 11:12:17 AM |
Chg.0.000 |
Bid5:34:01 PM |
Ask5:34:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
0.00% |
0.340
Bid Size: 100,000 |
0.370
Ask Size: 100,000 |
Antero Resources Cor... |
60.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
JK7PKW |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Antero Resources Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.35 |
| Parity: |
-2.28 |
| Time value: |
0.48 |
| Break-even: |
59.81 |
| Moneyness: |
0.59 |
| Premium: |
0.86 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.10 |
| Spread %: |
26.32% |
| Delta: |
0.40 |
| Theta: |
-0.01 |
| Omega: |
2.70 |
| Rho: |
0.13 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.58% |
| 1 Month |
|
|
+18.75% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.310 |
| 1M High / 1M Low: |
0.380 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.346 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.340 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
