JP Morgan Call 11 UAA 17.01.2025
/ DE000JL78TZ6
JP Morgan Call 11 UAA 17.01.2025/ DE000JL78TZ6 /
| 2024-05-28 11:09:53 AM |
Chg.0.000 |
Bid8:54:01 PM |
Ask8:54:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
0.00% |
0.110
Bid Size: 7,500 |
0.610
Ask Size: 7,500 |
Under Armour Inc |
11.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
JL78TZ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Under Armour Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-07-21 |
| Last trading day: |
2025-01-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.01 |
| Historic volatility: |
0.36 |
| Parity: |
-4.01 |
| Time value: |
1.03 |
| Break-even: |
11.16 |
| Moneyness: |
0.60 |
| Premium: |
0.82 |
| Premium p.a.: |
1.55 |
| Spread abs.: |
0.92 |
| Spread %: |
833.33% |
| Delta: |
0.43 |
| Theta: |
0.00 |
| Omega: |
2.53 |
| Rho: |
0.01 |
Quote data
| Open: |
0.120 |
| High: |
0.120 |
| Low: |
0.120 |
| Previous Close: |
0.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-40.00% |
| 3 Months |
|
|
-87.88% |
| YTD |
|
|
-89.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.120 |
| 1M High / 1M Low: |
0.200 |
0.120 |
| 6M High / 6M Low: |
1.400 |
0.120 |
| High (YTD): |
2024-01-02 |
1.130 |
| Low (YTD): |
2024-05-27 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.163 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.581 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.15% |
| Volatility 6M: |
|
162.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
