JP Morgan Call 1375 AVGO 31.05.2024
/ DE000JK71A19
JP Morgan Call 1375 AVGO 31.05.20.../ DE000JK71A19 /
| 2024-05-29 8:39:41 AM |
Chg.-0.100 |
Bid9:14:05 AM |
Ask9:14:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-19.23% |
0.410
Bid Size: 3,000 |
0.480
Ask Size: 3,000 |
Broadcom Inc |
1,375.00 USD |
2024-05-31 |
Call |
Master data
| WKN: |
JK71A1 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Broadcom Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,375.00 USD |
| Maturity: |
2024-05-31 |
| Issue date: |
2024-05-07 |
| Last trading day: |
2024-05-30 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
1.03 |
| Historic volatility: |
0.31 |
| Parity: |
0.30 |
| Time value: |
0.34 |
| Break-even: |
1,330.41 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
22.80 |
| Spread abs.: |
0.14 |
| Spread %: |
27.27% |
| Delta: |
0.62 |
| Theta: |
-7.74 |
| Omega: |
12.45 |
| Rho: |
0.06 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.22% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.430 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.542 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
