JP Morgan Call 65 AINN 21.06.2024
/ DE000JS9C8T9
JP Morgan Call 65 AINN 21.06.2024/ DE000JS9C8T9 /
2024-05-03 10:44:01 AM |
Chg.-0.01 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.30EUR |
-0.76% |
- Bid Size: - |
- Ask Size: - |
AMER.INTL GRP NEW DL... |
65.00 - |
2024-06-21 |
Call |
Master data
WKN: |
JS9C8T |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
AMER.INTL GRP NEW DL 2,50 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-03-06 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.83 |
Intrinsic value: |
0.79 |
Implied volatility: |
0.63 |
Historic volatility: |
0.18 |
Parity: |
0.79 |
Time value: |
0.33 |
Break-even: |
76.20 |
Moneyness: |
1.12 |
Premium: |
0.04 |
Premium p.a.: |
0.40 |
Spread abs.: |
-0.18 |
Spread %: |
-13.85% |
Delta: |
0.74 |
Theta: |
-0.06 |
Omega: |
4.82 |
Rho: |
0.06 |
Quote data
Open: |
1.30 |
High: |
1.30 |
Low: |
1.30 |
Previous Close: |
1.31 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+35.42% |
1 Month |
|
|
+9.24% |
3 Months |
|
|
+91.18% |
YTD |
|
|
+116.67% |
1 Year |
|
|
+306.25% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.31 |
0.98 |
1M High / 1M Low: |
1.31 |
0.84 |
6M High / 6M Low: |
1.33 |
0.40 |
High (YTD): |
2024-03-28 |
1.33 |
Low (YTD): |
2024-01-17 |
0.51 |
52W High: |
2024-03-28 |
1.33 |
52W Low: |
2023-06-06 |
0.27 |
Avg. price 1W: |
|
1.16 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.05 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.75 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.56 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
144.33% |
Volatility 6M: |
|
118.42% |
Volatility 1Y: |
|
125.56% |
Volatility 3Y: |
|
- |