JP Morgan Call 350 DCO 21.06.2024
/ DE000JL403C9
JP Morgan Call 350 DCO 21.06.2024/ DE000JL403C9 /
| 2024-05-14 9:00:00 AM |
Chg.0.000 |
Bid2:30:14 PM |
Ask2:30:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
0.00% |
0.560
Bid Size: 25,000 |
0.570
Ask Size: 25,000 |
DEERE CO. ... |
350.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JL403C |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
DEERE CO. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-01 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.89 |
| Historic volatility: |
0.21 |
| Parity: |
0.28 |
| Time value: |
0.30 |
| Break-even: |
408.00 |
| Moneyness: |
1.08 |
| Premium: |
0.08 |
| Premium p.a.: |
1.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.75% |
| Delta: |
0.66 |
| Theta: |
-0.54 |
| Omega: |
4.33 |
| Rho: |
0.20 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.55% |
| 1 Month |
|
|
-10.94% |
| 3 Months |
|
|
+26.67% |
| YTD |
|
|
-6.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.530 |
| 1M High / 1M Low: |
0.580 |
0.410 |
| 6M High / 6M Low: |
0.640 |
0.260 |
| High (YTD): |
2024-04-12 |
0.640 |
| Low (YTD): |
2024-02-23 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.558 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.515 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.474 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.77% |
| Volatility 6M: |
|
134.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
