JP Morgan Call 60 2OY 21.06.2024
/ DE000JS5Z7H3
JP Morgan Call 60 2OY 21.06.2024/ DE000JS5Z7H3 /
2024-05-17 8:51:52 AM |
Chg.-0.021 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.089EUR |
-19.09% |
- Bid Size: - |
- Ask Size: - |
DOW INC. D... |
60.00 - |
2024-06-21 |
Call |
Master data
WKN: |
JS5Z7H |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
DOW INC. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-01-24 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
45.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.18 |
Parity: |
-0.55 |
Time value: |
0.12 |
Break-even: |
61.20 |
Moneyness: |
0.91 |
Premium: |
0.12 |
Premium p.a.: |
2.50 |
Spread abs.: |
0.02 |
Spread %: |
20.00% |
Delta: |
0.27 |
Theta: |
-0.04 |
Omega: |
12.47 |
Rho: |
0.01 |
Quote data
Open: |
0.089 |
High: |
0.089 |
Low: |
0.089 |
Previous Close: |
0.110 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-47.65% |
1 Month |
|
|
-31.54% |
3 Months |
|
|
-47.65% |
YTD |
|
|
-61.30% |
1 Year |
|
|
-77.18% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.150 |
0.089 |
1M High / 1M Low: |
0.170 |
0.086 |
6M High / 6M Low: |
0.310 |
0.086 |
High (YTD): |
2024-04-05 |
0.310 |
Low (YTD): |
2024-04-25 |
0.086 |
52W High: |
2023-08-09 |
0.450 |
52W Low: |
2024-04-25 |
0.086 |
Avg. price 1W: |
|
0.128 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.121 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.172 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.237 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
274.92% |
Volatility 6M: |
|
210.23% |
Volatility 1Y: |
|
180.13% |
Volatility 3Y: |
|
- |