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JP Morgan Call 570 KLA 21.06.2024/  DE000JL5J684  /

EUWAX
2024-05-20  8:39:20 AM Chg.- Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
16.66EUR - -
Bid Size: -		 -
Ask Size: -		 KLA CORP. DL ... 570.00 - 2024-06-21 Call
 

Master data

WKN: JL5J68
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: KLA CORP. DL -,001
Type: Warrant
Option type: Call
Strike price: 570.00 -
Maturity: 2024-06-21
Issue date: 2023-05-31
Last trading day: 2024-05-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.33
Leverage: Yes

Calculated values

Fair value: 15.27
Intrinsic value: 15.19
Implied volatility: 1.21
Historic volatility: 0.29
Parity: 15.19
Time value: 1.47
Break-even: 736.60
Moneyness: 1.27
Premium: 0.02
Premium p.a.: 0.63
Spread abs.: -0.31
Spread %: -1.83%
Delta: 0.86
Theta: -1.35
Omega: 3.74
Rho: 0.19
 

Quote data

Open: 16.66
High: 16.66
Low: 16.66
Previous Close: 16.96
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+35.56%
3 Months  
+15.45%
YTD  
+164.86%
1 Year  
+334.99%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 17.86 12.29
6M High / 6M Low: 17.86 3.81
High (YTD): 2024-05-16 17.86
Low (YTD): 2024-01-05 4.04
52W High: 2024-05-16 17.86
52W Low: 2023-10-30 2.11
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   14.77
Avg. volume 1M:   0.00
Avg. price 6M:   9.92
Avg. volume 6M:   0.00
Avg. price 1Y:   6.65
Avg. volume 1Y:   0.00
Volatility 1M:   133.46%
Volatility 6M:   189.69%
Volatility 1Y:   168.91%
Volatility 3Y:   -