JP Morgan Call 640 KLA 21.06.2024
/ DE000JB5VET4
JP Morgan Call 640 KLA 21.06.2024/ DE000JB5VET4 /
| 2024-05-20 10:06:46 AM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.26EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
KLA CORP. DL ... |
640.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JB5VET |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
KLA CORP. DL -,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
640.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-17 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.33 |
| Intrinsic value: |
6.01 |
| Implied volatility: |
1.19 |
| Historic volatility: |
0.29 |
| Parity: |
6.01 |
| Time value: |
4.86 |
| Break-even: |
748.70 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
2.40 |
| Spread abs.: |
0.18 |
| Spread %: |
1.68% |
| Delta: |
0.68 |
| Theta: |
-1.78 |
| Omega: |
4.38 |
| Rho: |
0.20 |
Quote data
| Open: |
10.26 |
| High: |
10.26 |
| Low: |
10.26 |
| Previous Close: |
10.41 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+25.74% |
| 3 Months |
|
|
+30.87% |
| YTD |
|
|
+200.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
11.74 |
5.46 |
| 6M High / 6M Low: |
11.74 |
1.75 |
| High (YTD): |
2024-05-16 |
11.74 |
| Low (YTD): |
2024-01-05 |
1.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
8.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.05% |
| Volatility 6M: |
|
250.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
