JP Morgan Call 40 DAL 21.06.2024
/ DE000JL3HJ36
JP Morgan Call 40 DAL 21.06.2024/ DE000JL3HJ36 /
| 2024-05-03 10:34:32 AM |
Chg.+0.070 |
Bid8:01:53 PM |
Ask8:01:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
+7.14% |
1.090
Bid Size: 100,000 |
-
Ask Size: - |
Delta Air Lines Inc |
40.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JL3HJ3 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-05 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.27 |
| Parity: |
0.76 |
| Time value: |
0.22 |
| Break-even: |
49.80 |
| Moneyness: |
1.19 |
| Premium: |
0.05 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
-0.07 |
| Spread %: |
-6.67% |
| Delta: |
0.78 |
| Theta: |
-0.04 |
| Omega: |
3.77 |
| Rho: |
0.04 |
Quote data
| Open: |
1.050 |
| High: |
1.050 |
| Low: |
1.050 |
| Previous Close: |
0.980 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.38% |
| 1 Month |
|
|
+41.89% |
| 3 Months |
|
|
+250.00% |
| YTD |
|
|
+156.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.950 |
| 1M High / 1M Low: |
1.000 |
0.660 |
| 6M High / 6M Low: |
1.000 |
0.150 |
| High (YTD): |
2024-04-30 |
1.000 |
| Low (YTD): |
2024-01-22 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.972 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.801 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.436 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.00% |
| Volatility 6M: |
|
177.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
