JP Morgan Call 165 A 21.06.2024
/ DE000JL970C7
JP Morgan Call 165 A 21.06.2024/ DE000JL970C7 /
| 2024-05-27 3:37:09 PM |
Chg.-0.007 |
Bid9:27:42 PM |
Ask9:27:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.078EUR |
-8.24% |
-
Bid Size: - |
-
Ask Size: - |
Agilent Technologies |
165.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JL970C |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
81.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.23 |
| Parity: |
-1.32 |
| Time value: |
0.17 |
| Break-even: |
153.82 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
3.44 |
| Spread abs.: |
0.08 |
| Spread %: |
97.67% |
| Delta: |
0.22 |
| Theta: |
-0.09 |
| Omega: |
17.57 |
| Rho: |
0.02 |
Quote data
| Open: |
0.078 |
| High: |
0.078 |
| Low: |
0.078 |
| Previous Close: |
0.085 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-56.67% |
| 1 Month |
|
|
+122.86% |
| 3 Months |
|
|
-29.09% |
| YTD |
|
|
-74.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.085 |
| 1M High / 1M Low: |
0.200 |
0.030 |
| 6M High / 6M Low: |
0.360 |
0.029 |
| High (YTD): |
2024-03-08 |
0.360 |
| Low (YTD): |
2024-04-19 |
0.029 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.145 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.100 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.165 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
465.36% |
| Volatility 6M: |
|
348.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
