JP Morgan Call 82.5 AIG 17.05.2024
/ DE000JK5FUJ3
JP Morgan Call 82.5 AIG 17.05.202.../ DE000JK5FUJ3 /
| 2024-05-03 10:33:25 AM |
Chg.-0.005 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.039EUR |
-11.36% |
-
Bid Size: - |
-
Ask Size: - |
American Internation... |
82.50 USD |
2024-05-17 |
Call |
Master data
| WKN: |
JK5FUJ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American International Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.50 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-15 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
104.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.18 |
| Parity: |
-0.37 |
| Time value: |
0.07 |
| Break-even: |
77.36 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
4.24 |
| Spread abs.: |
0.04 |
| Spread %: |
114.29% |
| Delta: |
0.25 |
| Theta: |
-0.06 |
| Omega: |
25.79 |
| Rho: |
0.01 |
Quote data
| Open: |
0.039 |
| High: |
0.039 |
| Low: |
0.039 |
| Previous Close: |
0.044 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.29% |
| 1 Month |
|
|
-54.65% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.049 |
0.032 |
| 1M High / 1M Low: |
0.100 |
0.024 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.041 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.047 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
420.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
