JP Morgan Call 180 AP2 21.06.2024
/ DE000JL4N6J1
JP Morgan Call 180 AP2 21.06.2024/ DE000JL4N6J1 /
| 2024-05-20 8:39:06 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.07EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
APPLIED MATERIALS IN... |
180.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JL4N6J |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
APPLIED MATERIALS INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-31 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.07 |
| Intrinsic value: |
1.99 |
| Implied volatility: |
1.04 |
| Historic volatility: |
0.30 |
| Parity: |
1.99 |
| Time value: |
1.08 |
| Break-even: |
210.70 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
1.49 |
| Spread abs.: |
-0.06 |
| Spread %: |
-1.92% |
| Delta: |
0.71 |
| Theta: |
-0.42 |
| Omega: |
4.62 |
| Rho: |
0.06 |
Quote data
| Open: |
3.07 |
| High: |
3.07 |
| Low: |
3.07 |
| Previous Close: |
3.02 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+9.64% |
| 3 Months |
|
|
+21.34% |
| YTD |
|
|
+241.11% |
| 1 Year |
|
|
+261.18% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.67 |
2.20 |
| 6M High / 6M Low: |
3.76 |
0.42 |
| High (YTD): |
2024-03-07 |
3.76 |
| Low (YTD): |
2024-01-10 |
0.42 |
| 52W High: |
2024-03-07 |
3.76 |
| 52W Low: |
2023-10-30 |
0.35 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.96 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.35 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
200.22% |
| Volatility 6M: |
|
260.18% |
| Volatility 1Y: |
|
218.83% |
| Volatility 3Y: |
|
- |
