JP Morgan Call 14.2 DBK 17.05.2024
/ DE000JK5L7D5
JP Morgan Call 14.2 DBK 17.05.202.../ DE000JK5L7D5 /
| 2024-05-03 8:25:56 AM |
Chg.+0.01 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
+1.00% |
-
Bid Size: - |
-
Ask Size: - |
DEUTSCHE BANK AG NA ... |
14.20 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
JK5L7D |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BANK AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.20 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-12 |
| Last trading day: |
2024-05-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.26 |
| Parity: |
1.06 |
| Time value: |
0.13 |
| Break-even: |
15.39 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.04 |
| Spread %: |
3.48% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
10.67 |
| Rho: |
0.00 |
Quote data
| Open: |
1.01 |
| High: |
1.01 |
| Low: |
1.01 |
| Previous Close: |
1.00 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.02% |
| 1 Month |
|
|
+9.78% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.01 |
0.92 |
| 1M High / 1M Low: |
2.35 |
0.69 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
413.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
