JP Morgan Call 80 NET 21.06.2024
/ DE000JL1YFG9
JP Morgan Call 80 NET 21.06.2024/ DE000JL1YFG9 /
| 2024-04-26 10:49:32 AM |
Chg.+0.21 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.34EUR |
+18.58% |
-
Bid Size: - |
-
Ask Size: - |
Cloudflare Inc |
80.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JL1YFG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Cloudflare Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-04-24 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.99 |
| Historic volatility: |
0.54 |
| Parity: |
0.11 |
| Time value: |
1.19 |
| Break-even: |
93.00 |
| Moneyness: |
1.01 |
| Premium: |
0.15 |
| Premium p.a.: |
1.47 |
| Spread abs.: |
0.04 |
| Spread %: |
3.17% |
| Delta: |
0.60 |
| Theta: |
-0.11 |
| Omega: |
3.72 |
| Rho: |
0.05 |
Quote data
| Open: |
1.34 |
| High: |
1.34 |
| Low: |
1.34 |
| Previous Close: |
1.13 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.72% |
| 1 Month |
|
|
-38.53% |
| 3 Months |
|
|
+16.52% |
| YTD |
|
|
-6.94% |
| 1 Year |
|
|
+26.42% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.34 |
1.03 |
| 1M High / 1M Low: |
2.18 |
1.03 |
| 6M High / 6M Low: |
3.36 |
0.34 |
| High (YTD): |
2024-02-09 |
3.36 |
| Low (YTD): |
2024-01-17 |
0.97 |
| 52W High: |
2024-02-09 |
3.36 |
| 52W Low: |
2023-05-05 |
0.29 |
| Avg. price 1W: |
|
1.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.19 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
161.89% |
| Volatility 6M: |
|
278.59% |
| Volatility 1Y: |
|
234.68% |
| Volatility 3Y: |
|
- |
