JP Morgan Call 1020 1YD 17.01.2025
/ DE000JL4U9J6
JP Morgan Call 1020 1YD 17.01.202.../ DE000JL4U9J6 /
| 2024-05-30 8:40:53 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.73EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BROADCOM INC. DL... |
1,020.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JL4U9J |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BROADCOM INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,020.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-05-31 |
| Last trading day: |
2024-05-30 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.56 |
| Intrinsic value: |
3.18 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.31 |
| Parity: |
3.18 |
| Time value: |
0.68 |
| Break-even: |
1,406.00 |
| Moneyness: |
1.31 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.08 |
| Spread %: |
2.12% |
| Delta: |
0.84 |
| Theta: |
-0.33 |
| Omega: |
2.93 |
| Rho: |
4.48 |
Quote data
| Open: |
3.73 |
| High: |
3.73 |
| Low: |
3.73 |
| Previous Close: |
3.93 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+14.42% |
| 3 Months |
|
|
+14.42% |
| YTD |
|
|
+73.49% |
| 1 Year |
|
|
+269.31% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.27 |
3.43 |
| 6M High / 6M Low: |
4.27 |
1.60 |
| High (YTD): |
2024-05-16 |
4.27 |
| Low (YTD): |
2024-01-05 |
1.66 |
| 52W High: |
2024-05-16 |
4.27 |
| 52W Low: |
2023-09-27 |
0.73 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.96 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
93.39% |
| Volatility 6M: |
|
115.64% |
| Volatility 1Y: |
|
119.22% |
| Volatility 3Y: |
|
- |
