JP Morgan Call 50 BK 19.07.2024
/ DE000JL7LCG0
JP Morgan Call 50 BK 19.07.2024/ DE000JL7LCG0 /
| 2024-05-20 12:58:00 PM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Bank of New York Mel... |
50.00 - |
2024-07-19 |
Call |
Master data
| WKN: |
JL7LCG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Bank of New York Mellon Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 - |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-07-25 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.17 |
| Parity: |
0.45 |
| Time value: |
0.48 |
| Break-even: |
59.30 |
| Moneyness: |
1.09 |
| Premium: |
0.09 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
-0.02 |
| Spread %: |
-2.11% |
| Delta: |
0.67 |
| Theta: |
-0.06 |
| Omega: |
3.94 |
| Rho: |
0.04 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.930 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.90% |
| 1 Month |
|
|
+19.23% |
| 3 Months |
|
|
+36.76% |
| YTD |
|
|
+102.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.930 |
| 1M High / 1M Low: |
0.930 |
0.700 |
| 6M High / 6M Low: |
0.930 |
0.230 |
| High (YTD): |
2024-05-20 |
0.930 |
| Low (YTD): |
2024-01-03 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.930 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.806 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.613 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.75% |
| Volatility 6M: |
|
107.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
