JP Morgan Call 60 DAL 21.06.2024
/ DE000JL6ZK79
JP Morgan Call 60 DAL 21.06.2024/ DE000JL6ZK79 /
| 24/05/2024 10:21:16 |
Chg.-0.003 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.007EUR |
-30.00% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
60.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
JL6ZK7 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
29/06/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
251.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.26 |
| Parity: |
-1.22 |
| Time value: |
0.02 |
| Break-even: |
60.19 |
| Moneyness: |
0.80 |
| Premium: |
0.26 |
| Premium p.a.: |
21.60 |
| Spread abs.: |
0.01 |
| Spread %: |
111.11% |
| Delta: |
0.07 |
| Theta: |
-0.02 |
| Omega: |
16.83 |
| Rho: |
0.00 |
Quote data
| Open: |
0.007 |
| High: |
0.007 |
| Low: |
0.007 |
| Previous Close: |
0.010 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-53.33% |
| 1 Month |
|
|
-66.67% |
| 3 Months |
|
|
-22.22% |
| YTD |
|
|
-68.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.016 |
0.007 |
| 1M High / 1M Low: |
0.034 |
0.007 |
| 6M High / 6M Low: |
0.038 |
0.007 |
| High (YTD): |
07/05/2024 |
0.034 |
| Low (YTD): |
24/05/2024 |
0.007 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.012 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.020 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.016 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
303.89% |
| Volatility 6M: |
|
403.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
