JP Morgan Call 650 KLA 21.06.2024
/ DE000JB54KR4
JP Morgan Call 650 KLA 21.06.2024/ DE000JB54KR4 /
| 2024-05-30 9:17:02 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.12EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
KLA CORP. DL ... |
650.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JB54KR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
KLA CORP. DL -,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
650.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-22 |
| Last trading day: |
2024-05-30 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.44 |
| Intrinsic value: |
5.01 |
| Implied volatility: |
1.32 |
| Historic volatility: |
0.29 |
| Parity: |
5.01 |
| Time value: |
6.11 |
| Break-even: |
761.20 |
| Moneyness: |
1.08 |
| Premium: |
0.09 |
| Premium p.a.: |
3.60 |
| Spread abs.: |
-0.04 |
| Spread %: |
-0.36% |
| Delta: |
0.66 |
| Theta: |
-2.03 |
| Omega: |
4.13 |
| Rho: |
0.19 |
Quote data
| Open: |
11.12 |
| High: |
11.12 |
| Low: |
11.12 |
| Previous Close: |
12.65 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.09% |
| 1 Month |
|
|
+48.86% |
| 3 Months |
|
|
+55.96% |
| YTD |
|
|
+259.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.81 |
11.12 |
| 1M High / 1M Low: |
13.26 |
4.85 |
| 6M High / 6M Low: |
13.26 |
1.60 |
| High (YTD): |
2024-05-23 |
13.26 |
| Low (YTD): |
2024-01-05 |
1.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
12.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.63 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.18% |
| Volatility 6M: |
|
271.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
