JP Morgan Call 1100 1YD 17.01.2025
/ DE000JL4U9N8
JP Morgan Call 1100 1YD 17.01.202.../ DE000JL4U9N8 /
| 2024-04-29 8:38:18 AM |
Chg.+0.37 |
Bid12:39:28 PM |
Ask12:39:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.07EUR |
+13.70% |
3.01
Bid Size: 3,000 |
3.08
Ask Size: 3,000 |
BROADCOM INC. DL... |
1,100.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
JL4U9N |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BROADCOM INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,100.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-05-31 |
| Last trading day: |
2025-01-16 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.44 |
| Intrinsic value: |
1.55 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.33 |
| Parity: |
1.55 |
| Time value: |
1.59 |
| Break-even: |
1,414.00 |
| Moneyness: |
1.14 |
| Premium: |
0.13 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.09 |
| Spread %: |
2.95% |
| Delta: |
0.72 |
| Theta: |
-0.43 |
| Omega: |
2.87 |
| Rho: |
4.24 |
Quote data
| Open: |
3.07 |
| High: |
3.07 |
| Low: |
3.07 |
| Previous Close: |
2.70 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.18% |
| 1 Month |
|
|
+7.72% |
| 3 Months |
|
|
+35.84% |
| YTD |
|
|
+74.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.70 |
2.19 |
| 1M High / 1M Low: |
3.40 |
2.19 |
| 6M High / 6M Low: |
3.75 |
0.64 |
| High (YTD): |
2024-03-04 |
3.75 |
| Low (YTD): |
2024-01-05 |
1.32 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.70% |
| Volatility 6M: |
|
148.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
