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JP Morgan Call 560 KLA 21.06.2024/  DE000JL5J692  /

EUWAX
2024-05-20  8:39:20 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
17.57EUR - -
Bid Size: -		 -
Ask Size: -		 KLA CORP. DL ... 560.00 - 2024-06-21 Call
 

Master data

WKN: JL5J69
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: KLA CORP. DL -,001
Type: Warrant
Option type: Call
Strike price: 560.00 -
Maturity: 2024-06-21
Issue date: 2023-05-31
Last trading day: 2024-05-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.98
Leverage: Yes

Calculated values

Fair value: 14.13
Intrinsic value: 14.01
Implied volatility: 1.50
Historic volatility: 0.29
Parity: 14.01
Time value: 3.56
Break-even: 735.70
Moneyness: 1.25
Premium: 0.05
Premium p.a.: 1.47
Spread abs.: -0.31
Spread %: -1.73%
Delta: 0.79
Theta: -1.80
Omega: 3.16
Rho: 0.21
 

Quote data

Open: 17.57
High: 17.57
Low: 17.57
Previous Close: 17.87
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+17.45%
3 Months  
+32.40%
YTD  
+158.38%
1 Year  
+325.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 18.77 11.62
6M High / 6M Low: 18.77 4.20
High (YTD): 2024-05-16 18.77
Low (YTD): 2024-01-08 4.43
52W High: 2024-05-16 18.77
52W Low: 2023-10-30 2.33
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   15.09
Avg. volume 1M:   0.00
Avg. price 6M:   10.43
Avg. volume 6M:   0.00
Avg. price 1Y:   7.09
Avg. volume 1Y:   0.00
Volatility 1M:   116.05%
Volatility 6M:   177.90%
Volatility 1Y:   161.08%
Volatility 3Y:   -