JP Morgan Call 155 A 21.06.2024
/ DE000JL970A1
JP Morgan Call 155 A 21.06.2024/ DE000JL970A1 /
| 5/23/2024 1:06:29 PM |
Chg.-0.030 |
Bid3:35:13 PM |
Ask3:35:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-6.67% |
0.330
Bid Size: 3,000 |
0.390
Ask Size: 3,000 |
Agilent Technologies |
155.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
JL970A |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
8/8/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
31.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
-0.20 |
| Time value: |
0.44 |
| Break-even: |
147.62 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.06 |
| Spread %: |
14.29% |
| Delta: |
0.47 |
| Theta: |
-0.09 |
| Omega: |
15.00 |
| Rho: |
0.05 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.75% |
| 1 Month |
|
|
+346.81% |
| 3 Months |
|
|
+75.00% |
| YTD |
|
|
-22.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.450 |
| 1M High / 1M Low: |
0.530 |
0.094 |
| 6M High / 6M Low: |
0.680 |
0.089 |
| High (YTD): |
3/8/2024 |
0.680 |
| Low (YTD): |
4/19/2024 |
0.089 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.502 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.260 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.339 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
435.47% |
| Volatility 6M: |
|
298.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
