JP Morgan Call 33900 DJI 20.09.2024
/ DE000JB1K4U0
JP Morgan Call 33900 DJI 20.09.20.../ DE000JB1K4U0 /
| 2024-05-20 10:38:55 AM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.10EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
DOW JONES INDUSTRIAL... |
33,900.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
JB1K4U |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
DOW JONES INDUSTRIAL AVERAGE INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
33,900.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-05-20 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
6.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.17 |
| Intrinsic value: |
4.79 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.10 |
| Parity: |
4.79 |
| Time value: |
1.43 |
| Break-even: |
40,120.00 |
| Moneyness: |
1.14 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.10 |
| Spread %: |
1.63% |
| Delta: |
0.79 |
| Theta: |
-12.81 |
| Omega: |
4.91 |
| Rho: |
73.91 |
Quote data
| Open: |
6.10 |
| High: |
6.10 |
| Low: |
6.10 |
| Previous Close: |
6.01 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+27.08% |
| 3 Months |
|
|
+8.54% |
| YTD |
|
|
+28.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
6.10 |
4.60 |
| 6M High / 6M Low: |
6.19 |
3.65 |
| High (YTD): |
2024-03-28 |
6.19 |
| Low (YTD): |
2024-01-18 |
4.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.36% |
| Volatility 6M: |
|
53.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
