JP Morgan Call 170 AMT 21.06.2024
/ DE000JB2P7P7
JP Morgan Call 170 AMT 21.06.2024/ DE000JB2P7P7 /
| 2024-05-20 10:41:52 AM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.26EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
American Tower Corpo... |
170.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JB2P7P |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
American Tower Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
1.16 |
| Historic volatility: |
0.23 |
| Parity: |
0.61 |
| Time value: |
1.65 |
| Break-even: |
192.60 |
| Moneyness: |
1.04 |
| Premium: |
0.09 |
| Premium p.a.: |
3.73 |
| Spread abs.: |
-0.01 |
| Spread %: |
-0.44% |
| Delta: |
0.61 |
| Theta: |
-0.46 |
| Omega: |
4.74 |
| Rho: |
0.05 |
Quote data
| Open: |
2.26 |
| High: |
2.26 |
| Low: |
2.26 |
| Previous Close: |
2.29 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+123.76% |
| 3 Months |
|
|
-11.37% |
| YTD |
|
|
-52.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.29 |
1.01 |
| 6M High / 6M Low: |
4.86 |
0.84 |
| High (YTD): |
2024-01-02 |
4.86 |
| Low (YTD): |
2024-04-29 |
0.84 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.27% |
| Volatility 6M: |
|
148.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
