JP Morgan Call 26 KraneShs CSI ChinaInternet ETF 21.06.2024
/ DE000JL5EA44
JP Morgan Call 26 KraneShs CSI Ch.../ DE000JL5EA44 /
| 2024-05-14 9:20:57 AM |
Chg.+0.110 |
Bid3:37:03 PM |
Ask3:37:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+26.83% |
0.490
Bid Size: 100,000 |
0.500
Ask Size: 100,000 |
- |
26.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JL5EA4 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-25 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.99 |
| Historic volatility: |
0.32 |
| Parity: |
0.30 |
| Time value: |
0.22 |
| Break-even: |
31.20 |
| Moneyness: |
1.11 |
| Premium: |
0.08 |
| Premium p.a.: |
1.05 |
| Spread abs.: |
0.01 |
| Spread %: |
1.96% |
| Delta: |
0.69 |
| Theta: |
-0.04 |
| Omega: |
3.87 |
| Rho: |
0.02 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.56% |
| 1 Month |
|
|
+116.67% |
| 3 Months |
|
|
+160.00% |
| YTD |
|
|
+48.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.370 |
| 1M High / 1M Low: |
0.470 |
0.140 |
| 6M High / 6M Low: |
0.520 |
0.140 |
| High (YTD): |
2024-05-06 |
0.470 |
| Low (YTD): |
2024-04-22 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.412 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.291 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.281 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
311.50% |
| Volatility 6M: |
|
204.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
