JP Morgan Call 155 TII 19.07.2024
/ DE000JB54UQ5
JP Morgan Call 155 TII 19.07.2024/ DE000JB54UQ5 /
| 2024-05-17 10:49:35 AM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.77EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
TEXAS INSTR. ... |
155.00 - |
2024-07-19 |
Call |
Master data
| WKN: |
JB54UQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
TEXAS INSTR. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 - |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.59 |
| Intrinsic value: |
2.52 |
| Implied volatility: |
1.00 |
| Historic volatility: |
0.21 |
| Parity: |
2.52 |
| Time value: |
1.25 |
| Break-even: |
192.70 |
| Moneyness: |
1.16 |
| Premium: |
0.07 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
-0.06 |
| Spread %: |
-1.57% |
| Delta: |
0.73 |
| Theta: |
-0.25 |
| Omega: |
3.51 |
| Rho: |
0.11 |
Quote data
| Open: |
3.77 |
| High: |
3.77 |
| Low: |
3.77 |
| Previous Close: |
3.77 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+39.11% |
| 3 Months |
|
|
+57.74% |
| YTD |
|
|
+69.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.77 |
2.71 |
| 6M High / 6M Low: |
3.77 |
1.23 |
| High (YTD): |
2024-05-17 |
3.77 |
| Low (YTD): |
2024-02-14 |
1.23 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
50.00% |
| Volatility 6M: |
|
177.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
