JP Morgan Call 175 TII 19.07.2024
/ DE000JB54UU7
JP Morgan Call 175 TII 19.07.2024/ DE000JB54UU7 /
| 2024-05-30 10:51:05 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.98EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
TEXAS INSTR. ... |
175.00 - |
2024-07-19 |
Call |
Master data
| WKN: |
JB54UU |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
TEXAS INSTR. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 - |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-05-31 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.21 |
| Parity: |
0.52 |
| Time value: |
1.54 |
| Break-even: |
195.60 |
| Moneyness: |
1.03 |
| Premium: |
0.09 |
| Premium p.a.: |
1.04 |
| Spread abs.: |
0.08 |
| Spread %: |
4.04% |
| Delta: |
0.60 |
| Theta: |
-0.21 |
| Omega: |
5.27 |
| Rho: |
0.10 |
Quote data
| Open: |
1.98 |
| High: |
1.98 |
| Low: |
1.98 |
| Previous Close: |
2.39 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+70.69% |
| 3 Months |
|
|
+69.23% |
| YTD |
|
|
+76.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.81 |
1.16 |
| 6M High / 6M Low: |
2.81 |
0.41 |
| High (YTD): |
2024-05-23 |
2.81 |
| Low (YTD): |
2024-04-22 |
0.41 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.93% |
| Volatility 6M: |
|
275.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
