JP Morgan Call 124.227 AIR 21.06.2024
/ DE000JL0DCY5
JP Morgan Call 124.227 AIR 21.06..../ DE000JL0DCY5 /
| 2024-04-16 8:44:18 AM |
Chg.- |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.65EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AIRBUS |
124.2274 - |
2024-06-21 |
Call |
Master data
| WKN: |
JL0DCY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
AIRBUS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
124.23 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-04-12 |
| Last trading day: |
2024-04-24 |
| Ratio: |
9.94:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.44 |
| Intrinsic value: |
3.39 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.18 |
| Parity: |
3.39 |
| Time value: |
0.16 |
| Break-even: |
159.52 |
| Moneyness: |
1.27 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.28% |
| Delta: |
0.92 |
| Theta: |
-0.07 |
| Omega: |
4.14 |
| Rho: |
0.12 |
Quote data
| Open: |
3.65 |
| High: |
3.65 |
| Low: |
3.65 |
| Previous Close: |
3.89 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-4.95% |
| 3 Months |
|
|
+29.43% |
| YTD |
|
|
+84.34% |
| 1 Year |
|
|
+123.93% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.89 |
3.65 |
| 6M High / 6M Low: |
4.69 |
1.46 |
| High (YTD): |
2024-03-27 |
4.69 |
| Low (YTD): |
2024-01-03 |
1.75 |
| 52W High: |
2024-03-27 |
4.69 |
| 52W Low: |
2023-10-13 |
1.08 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.77 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.16 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
87.32% |
| Volatility 1Y: |
|
91.32% |
| Volatility 3Y: |
|
- |
