JP Morgan Call 135 QCI 21.06.2024
/ DE000JS0HZX2
JP Morgan Call 135 QCI 21.06.2024/ DE000JS0HZX2 /
| 2024-05-17 11:27:00 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.37EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
QUALCOMM INC. DL-... |
135.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JS0HZX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
QUALCOMM INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-10-28 |
| Last trading day: |
2024-05-24 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.34 |
| Intrinsic value: |
5.31 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.28 |
| Parity: |
5.31 |
| Time value: |
0.06 |
| Break-even: |
188.70 |
| Moneyness: |
1.39 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
-0.07 |
| Spread %: |
-1.29% |
| Delta: |
0.98 |
| Theta: |
-0.06 |
| Omega: |
3.42 |
| Rho: |
0.07 |
Quote data
| Open: |
5.37 |
| High: |
5.37 |
| Low: |
5.37 |
| Previous Close: |
5.54 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+23.73% |
| 3 Months |
|
|
+131.47% |
| YTD |
|
|
+198.33% |
| 1 Year |
|
|
+426.47% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.54 |
4.16 |
| 6M High / 6M Low: |
5.54 |
0.94 |
| High (YTD): |
2024-05-16 |
5.54 |
| Low (YTD): |
2024-01-05 |
1.16 |
| 52W High: |
2024-05-16 |
5.54 |
| 52W Low: |
2023-10-26 |
0.35 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.62 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
79.21% |
| Volatility 6M: |
|
141.25% |
| Volatility 1Y: |
|
148.90% |
| Volatility 3Y: |
|
- |
