JP Morgan Call 8 UAA 18.10.2024
/ DE000JK5U732
JP Morgan Call 8 UAA 18.10.2024/ DE000JK5U732 /
| 2024-04-30 10:20:26 AM |
Chg.-0.020 |
Bid5:44:25 PM |
Ask5:44:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-4.55% |
0.400
Bid Size: 15,000 |
0.600
Ask Size: 15,000 |
Under Armour Inc |
8.00 USD |
2024-10-18 |
Call |
Master data
| WKN: |
JK5U73 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Under Armour Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.00 USD |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-03-15 |
| Last trading day: |
2024-10-17 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.37 |
| Parity: |
-1.09 |
| Time value: |
0.59 |
| Break-even: |
8.05 |
| Moneyness: |
0.85 |
| Premium: |
0.26 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.19 |
| Spread %: |
46.51% |
| Delta: |
0.42 |
| Theta: |
0.00 |
| Omega: |
4.57 |
| Rho: |
0.01 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.55% |
| 1 Month |
|
|
-34.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.380 |
| 1M High / 1M Low: |
0.700 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.434 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.455 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
