JP Morgan Call 145 TGT 21.06.2024
/ DE000JB6L8D1
JP Morgan Call 145 TGT 21.06.2024/ DE000JB6L8D1 /
| 2024-05-17 10:19:41 AM |
Chg.+0.24 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.72EUR |
+16.22% |
-
Bid Size: - |
-
Ask Size: - |
Target Corp |
145.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
JB6L8D |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Target Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-17 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.51 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.28 |
| Parity: |
1.39 |
| Time value: |
0.26 |
| Break-even: |
149.91 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
1.23% |
| Delta: |
0.81 |
| Theta: |
-0.09 |
| Omega: |
7.22 |
| Rho: |
0.10 |
Quote data
| Open: |
1.72 |
| High: |
1.72 |
| Low: |
1.72 |
| Previous Close: |
1.48 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.69% |
| 1 Month |
|
|
-16.91% |
| 3 Months |
|
|
+56.36% |
| YTD |
|
|
+66.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.82 |
1.48 |
| 1M High / 1M Low: |
2.38 |
1.40 |
| 6M High / 6M Low: |
3.19 |
0.57 |
| High (YTD): |
2024-04-02 |
3.19 |
| Low (YTD): |
2024-01-18 |
0.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.38% |
| Volatility 6M: |
|
194.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
