JP Morgan Call 168 USD/JPY 20.12.2024
/ DE000JL74SH5
JP Morgan Call 168 USD/JPY 20.12..../ DE000JL74SH5 /
| 2024-04-29 9:03:45 PM |
Chg.-0.080 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-15.09% |
-
Bid Size: - |
-
Ask Size: - |
- |
168.00 JPY |
2024-12-20 |
Call |
Master data
| WKN: |
JL74SH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
168.00 JPY |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-31 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
4,358,190.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2,658,496.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.01 |
| Historic volatility: |
13.96 |
| Parity: |
-164,406.80 |
| Time value: |
0.61 |
| Break-even: |
28,229.04 |
| Moneyness: |
0.94 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.07 |
| Spread %: |
12.96% |
| Delta: |
0.00 |
| Theta: |
0.00 |
| Omega: |
441.25 |
| Rho: |
0.02 |
Quote data
| Open: |
0.440 |
| High: |
0.500 |
| Low: |
0.440 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.71% |
| 1 Month |
|
|
+164.71% |
| 3 Months |
|
|
+136.84% |
| YTD |
|
|
+200.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.280 |
| 1M High / 1M Low: |
0.530 |
0.150 |
| 6M High / 6M Low: |
0.530 |
0.076 |
| High (YTD): |
2024-04-26 |
0.530 |
| Low (YTD): |
2024-03-13 |
0.076 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.350 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.253 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.216 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.42% |
| Volatility 6M: |
|
214.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
