JP Morgan Call 135 A 17.05.2024
/ DE000JB16358
JP Morgan Call 135 A 17.05.2024/ DE000JB16358 /
| 2024-05-13 10:07:15 AM |
Chg.+0.37 |
Bid7:46:11 PM |
Ask7:46:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
+36.63% |
1.18
Bid Size: 10,000 |
-
Ask Size: - |
Agilent Technologies |
135.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
JB1635 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2023-09-15 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
- |
| Historic volatility: |
0.24 |
| Parity: |
1.37 |
| Time value: |
-0.36 |
| Break-even: |
135.44 |
| Moneyness: |
1.11 |
| Premium: |
-0.03 |
| Premium p.a.: |
-0.91 |
| Spread abs.: |
-0.39 |
| Spread %: |
-27.86% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.38 |
| High: |
1.38 |
| Low: |
1.38 |
| Previous Close: |
1.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+206.67% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
+94.37% |
| YTD |
|
|
+12.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.01 |
0.45 |
| 1M High / 1M Low: |
1.01 |
0.30 |
| 6M High / 6M Low: |
1.60 |
0.21 |
| High (YTD): |
2024-03-08 |
1.60 |
| Low (YTD): |
2024-04-19 |
0.30 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
411.81% |
| Volatility 6M: |
|
243.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
