JP Morgan Call 7 UAA 18.10.2024
/ DE000JK6RV03
JP Morgan Call 7 UAA 18.10.2024/ DE000JK6RV03 /
| 2024-04-30 12:57:37 PM |
Chg.-0.030 |
Bid6:37:17 PM |
Ask6:37:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-3.80% |
0.730
Bid Size: 15,000 |
0.930
Ask Size: 15,000 |
Under Armour Inc |
7.00 USD |
2024-10-18 |
Call |
Master data
| WKN: |
JK6RV0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Under Armour Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-10-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.37 |
| Parity: |
-0.16 |
| Time value: |
0.97 |
| Break-even: |
7.50 |
| Moneyness: |
0.98 |
| Premium: |
0.18 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.20 |
| Spread %: |
25.97% |
| Delta: |
0.57 |
| Theta: |
0.00 |
| Omega: |
3.75 |
| Rho: |
0.01 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.790 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.80% |
| 1 Month |
|
|
-33.91% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.750 |
| 1M High / 1M Low: |
1.130 |
0.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.790 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.795 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
