JP Morgan Call 9.7 AFR0 21.06.2024
/ DE000JK5WQ53
JP Morgan Call 9.7 AFR0 21.06.202.../ DE000JK5WQ53 /
2024-06-07 4:45:48 PM |
Chg.-0.010 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.085EUR |
-10.53% |
- Bid Size: - |
- Ask Size: - |
AIR FRANCE-KLM INH. ... |
9.70 EUR |
2024-06-21 |
Call |
Master data
WKN: |
JK5WQ5 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
AIR FRANCE-KLM INH. EO 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
9.70 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2024-03-07 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.09 |
Implied volatility: |
1.07 |
Historic volatility: |
0.36 |
Parity: |
0.09 |
Time value: |
0.05 |
Break-even: |
11.10 |
Moneyness: |
1.10 |
Premium: |
0.04 |
Premium p.a.: |
2.13 |
Spread abs.: |
0.04 |
Spread %: |
40.00% |
Delta: |
0.71 |
Theta: |
-0.03 |
Omega: |
5.37 |
Rho: |
0.00 |
Quote data
Open: |
0.083 |
High: |
0.085 |
Low: |
0.083 |
Previous Close: |
0.095 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.61% |
1 Month |
|
|
-22.73% |
3 Months |
|
|
-15.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.120 |
0.085 |
1M High / 1M Low: |
0.170 |
0.075 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.102 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.111 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
256.23% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |