JP Morgan Call 290 HDI 21.06.2024
/ DE000JS71JR4
JP Morgan Call 290 HDI 21.06.2024/ DE000JS71JR4 /
| 2024-04-24 9:51:07 AM |
Chg.- |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.88EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
HOME DEPOT INC. D... |
290.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JS71JR |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
HOME DEPOT INC. DL-,05 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-03-03 |
| Last trading day: |
2024-04-29 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.73 |
| Intrinsic value: |
1.54 |
| Implied volatility: |
1.26 |
| Historic volatility: |
0.18 |
| Parity: |
1.54 |
| Time value: |
3.52 |
| Break-even: |
340.60 |
| Moneyness: |
1.05 |
| Premium: |
0.12 |
| Premium p.a.: |
2.95 |
| Spread abs.: |
0.17 |
| Spread %: |
3.48% |
| Delta: |
0.63 |
| Theta: |
-0.72 |
| Omega: |
3.80 |
| Rho: |
0.11 |
Quote data
| Open: |
4.88 |
| High: |
4.88 |
| Low: |
4.88 |
| Previous Close: |
4.77 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+2.31% |
| 3 Months |
|
|
-37.44% |
| YTD |
|
|
-17.71% |
| 1 Year |
|
|
+38.24% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.88 |
4.77 |
| 6M High / 6M Low: |
9.68 |
3.10 |
| High (YTD): |
2024-03-22 |
9.68 |
| Low (YTD): |
2024-04-19 |
4.10 |
| 52W High: |
2024-03-22 |
9.68 |
| 52W Low: |
2023-10-27 |
1.92 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.04 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
93.23% |
| Volatility 1Y: |
|
103.61% |
| Volatility 3Y: |
|
- |
