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JP Morgan Call 64 ON 21.06.2024/  DE000JK9JVL1  /

EUWAX
2024-05-17  12:38:29 PM Chg.-0.130 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.920EUR -12.38% -
Bid Size: -		 -
Ask Size: -		 ON Semiconductor 64.00 USD 2024-06-21 Call
 

Master data

WKN: JK9JVL
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ON Semiconductor
Type: Warrant
Option type: Call
Strike price: 64.00 USD
Maturity: 2024-06-21
Issue date: 2024-04-26
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.07
Leverage: Yes

Calculated values

Fair value: 0.91
Intrinsic value: 0.83
Implied volatility: 0.50
Historic volatility: 0.40
Parity: 0.83
Time value: 0.12
Break-even: 68.39
Moneyness: 1.14
Premium: 0.02
Premium p.a.: 0.21
Spread abs.: 0.04
Spread %: 4.40%
Delta: 0.83
Theta: -0.04
Omega: 5.87
Rho: 0.04
 

Quote data

Open: 0.920
High: 0.920
Low: 0.920
Previous Close: 1.050
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.24%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.050 0.750
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.904
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -