JP Morgan Call 270 AP3 21.06.2024
/ DE000JL1CQB3
JP Morgan Call 270 AP3 21.06.2024/ DE000JL1CQB3 /
2024-05-17 2:14:02 PM |
Chg.+0.081 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.180EUR |
+81.82% |
- Bid Size: - |
- Ask Size: - |
AIR PROD. CHEM. ... |
270.00 - |
2024-06-21 |
Call |
Master data
WKN: |
JL1CQB |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
AIR PROD. CHEM. DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
270.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-03-27 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
84.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.25 |
Parity: |
-3.35 |
Time value: |
0.28 |
Break-even: |
272.80 |
Moneyness: |
0.88 |
Premium: |
0.15 |
Premium p.a.: |
3.43 |
Spread abs.: |
0.10 |
Spread %: |
55.56% |
Delta: |
0.18 |
Theta: |
-0.12 |
Omega: |
15.05 |
Rho: |
0.04 |
Quote data
Open: |
0.180 |
High: |
0.180 |
Low: |
0.180 |
Previous Close: |
0.099 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+38.46% |
1 Month |
|
|
+50.00% |
3 Months |
|
|
-5.26% |
YTD |
|
|
-91.26% |
1 Year |
|
|
-95.04% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.130 |
0.076 |
1M High / 1M Low: |
0.190 |
0.075 |
6M High / 6M Low: |
2.320 |
0.075 |
High (YTD): |
2024-01-02 |
1.970 |
Low (YTD): |
2024-05-09 |
0.075 |
52W High: |
2023-07-26 |
5.140 |
52W Low: |
2024-05-09 |
0.075 |
Avg. price 1W: |
|
0.099 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.127 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.844 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
2.423 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
421.57% |
Volatility 6M: |
|
277.58% |
Volatility 1Y: |
|
215.08% |
Volatility 3Y: |
|
- |