JP Morgan Call 15 M 21.06.2024
/ DE000JL3NZG6
JP Morgan Call 15 M 21.06.2024/ DE000JL3NZG6 /
| 2024-04-29 8:16:29 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Macys Inc |
15.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JL3NZG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Macys Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-23 |
| Last trading day: |
2024-04-30 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.45 |
| Parity: |
0.28 |
| Time value: |
0.08 |
| Break-even: |
18.60 |
| Moneyness: |
1.19 |
| Premium: |
0.05 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
-0.01 |
| Spread %: |
-2.70% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
3.83 |
| Rho: |
0.01 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-14.29% |
| 3 Months |
|
|
-28.00% |
| YTD |
|
|
-35.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.430 |
0.360 |
| 6M High / 6M Low: |
0.650 |
0.180 |
| High (YTD): |
2024-03-20 |
0.650 |
| Low (YTD): |
2024-01-19 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.401 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.446 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.85% |
| Volatility 6M: |
|
162.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
