JP Morgan Call 550 MSF 21.06.2024
/ DE000JQ91N48
JP Morgan Call 550 MSF 21.06.2024/ DE000JQ91N48 /
2024-03-28 9:24:11 AM |
Chg.-0.003 |
Bid9:41:51 AM |
Ask9:41:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.035EUR |
-7.89% |
0.036 Bid Size: 1,000 |
0.076 Ask Size: 1,000 |
MICROSOFT DL-,000... |
550.00 - |
2024-06-21 |
Call |
Master data
WKN: |
JQ91N4 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
MICROSOFT DL-,00000625 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
550.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2022-10-26 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
114.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.20 |
Parity: |
-16.02 |
Time value: |
0.34 |
Break-even: |
553.40 |
Moneyness: |
0.71 |
Premium: |
0.42 |
Premium p.a.: |
3.51 |
Spread abs.: |
0.30 |
Spread %: |
771.79% |
Delta: |
0.09 |
Theta: |
-0.09 |
Omega: |
10.27 |
Rho: |
0.07 |
Quote data
Open: |
0.035 |
High: |
0.035 |
Low: |
0.035 |
Previous Close: |
0.038 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-41.67% |
1 Month |
|
|
+12.90% |
3 Months |
|
|
+2.94% |
YTD |
|
|
0.00% |
1 Year |
|
|
-10.26% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.060 |
0.038 |
1M High / 1M Low: |
0.085 |
0.028 |
6M High / 6M Low: |
0.085 |
0.022 |
High (YTD): |
2024-03-15 |
0.085 |
Low (YTD): |
2024-01-05 |
0.023 |
52W High: |
2023-07-18 |
0.340 |
52W Low: |
2023-10-26 |
0.022 |
Avg. price 1W: |
|
0.050 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.045 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.044 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.071 |
Avg. volume 1Y: |
|
7.813 |
Volatility 1M: |
|
373.38% |
Volatility 6M: |
|
261.03% |
Volatility 1Y: |
|
283.01% |
Volatility 3Y: |
|
- |