JP Morgan Call 135 A 21.06.2024
/ DE000JL97068
JP Morgan Call 135 A 21.06.2024/ DE000JL97068 /
| 5/10/2024 8:29:42 AM |
Chg.+0.20 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
+19.42% |
-
Bid Size: - |
-
Ask Size: - |
Agilent Technologies |
135.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
JL9706 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
8/8/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
1.37 |
| Time value: |
0.15 |
| Break-even: |
140.55 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.06 |
| Spread %: |
4.46% |
| Delta: |
0.87 |
| Theta: |
-0.05 |
| Omega: |
7.93 |
| Rho: |
0.12 |
Quote data
| Open: |
1.23 |
| High: |
1.23 |
| Low: |
1.23 |
| Previous Close: |
1.03 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+57.69% |
| 1 Month |
|
|
-10.22% |
| 3 Months |
|
|
+32.26% |
| YTD |
|
|
-10.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.23 |
0.77 |
| 1M High / 1M Low: |
1.37 |
0.55 |
| 6M High / 6M Low: |
1.79 |
0.28 |
| High (YTD): |
3/8/2024 |
1.79 |
| Low (YTD): |
4/19/2024 |
0.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
268.16% |
| Volatility 6M: |
|
217.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
