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JP Morgan Call 74 ON 21.06.2024/  DE000JK86D01  /

EUWAX
2024-05-17  11:07:56 AM Chg.-0.090 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.270EUR -25.00% -
Bid Size: -		 -
Ask Size: -		 ON Semiconductor 74.00 USD 2024-06-21 Call
 

Master data

WKN: JK86D0
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: ON Semiconductor
Type: Warrant
Option type: Call
Strike price: 74.00 USD
Maturity: 2024-06-21
Issue date: 2024-04-25
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.67
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.40
Parity: -0.09
Time value: 0.31
Break-even: 71.19
Moneyness: 0.99
Premium: 0.06
Premium p.a.: 0.83
Spread abs.: 0.03
Spread %: 10.71%
Delta: 0.49
Theta: -0.05
Omega: 10.71
Rho: 0.03
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.360
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.85%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.200
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.278
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:   -