JP Morgan Call 165 TII 21.06.2024
/ DE000JL2KDC0
JP Morgan Call 165 TII 21.06.2024/ DE000JL2KDC0 /
| 2024-05-20 11:04:20 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.87EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
TEXAS INSTR. ... |
165.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JL2KDC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
TEXAS INSTR. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-04-28 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.52 |
| Intrinsic value: |
1.48 |
| Implied volatility: |
1.27 |
| Historic volatility: |
0.22 |
| Parity: |
1.48 |
| Time value: |
1.39 |
| Break-even: |
193.70 |
| Moneyness: |
1.09 |
| Premium: |
0.08 |
| Premium p.a.: |
2.91 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.67 |
| Theta: |
-0.49 |
| Omega: |
4.21 |
| Rho: |
0.05 |
Quote data
| Open: |
2.87 |
| High: |
2.87 |
| Low: |
2.87 |
| Previous Close: |
2.78 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+131.45% |
| 3 Months |
|
|
+170.75% |
| YTD |
|
|
+90.07% |
| 1 Year |
|
|
+7.89% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.87 |
1.24 |
| 6M High / 6M Low: |
2.87 |
0.59 |
| High (YTD): |
2024-05-20 |
2.87 |
| Low (YTD): |
2024-04-22 |
0.59 |
| 52W High: |
2023-07-25 |
3.05 |
| 52W Low: |
2023-11-10 |
0.45 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.19 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.47 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
83.39% |
| Volatility 6M: |
|
242.37% |
| Volatility 1Y: |
|
194.30% |
| Volatility 3Y: |
|
- |
