JP Morgan Call 110 YCP 21.06.2024
/ DE000JQ6DRS7
JP Morgan Call 110 YCP 21.06.2024/ DE000JQ6DRS7 /
| 2024-05-20 9:55:20 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.18EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
CONOCOPHILLIPS D... |
110.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JQ6DRS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
CONOCOPHILLIPS DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-09-23 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.34 |
| Historic volatility: |
0.20 |
| Parity: |
-0.26 |
| Time value: |
1.24 |
| Break-even: |
122.40 |
| Moneyness: |
0.98 |
| Premium: |
0.14 |
| Premium p.a.: |
9.92 |
| Spread abs.: |
0.04 |
| Spread %: |
3.33% |
| Delta: |
0.53 |
| Theta: |
-0.34 |
| Omega: |
4.63 |
| Rho: |
0.02 |
Quote data
| Open: |
1.18 |
| High: |
1.18 |
| Low: |
1.18 |
| Previous Close: |
1.01 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-19.18% |
| 3 Months |
|
|
+43.90% |
| YTD |
|
|
-1.67% |
| 1 Year |
|
|
+2.61% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.46 |
1.01 |
| 6M High / 6M Low: |
2.24 |
0.60 |
| High (YTD): |
2024-04-12 |
2.24 |
| Low (YTD): |
2024-01-23 |
0.60 |
| 52W High: |
2023-10-19 |
2.33 |
| 52W Low: |
2024-01-23 |
0.60 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.37 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
128.63% |
| Volatility 6M: |
|
139.86% |
| Volatility 1Y: |
|
125.42% |
| Volatility 3Y: |
|
- |
