JP Morgan Call 820 ASME 17.05.2024
/ DE000JK8DC67
JP Morgan Call 820 ASME 17.05.202.../ DE000JK8DC67 /
| 2024-05-07 8:43:16 AM |
Chg.+0.56 |
Bid10:16:27 AM |
Ask10:16:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.69EUR |
+17.89% |
3.40
Bid Size: 10,000 |
3.42
Ask Size: 10,000 |
ASML HOLDING EO -... |
820.00 - |
2024-05-17 |
Call |
Master data
| WKN: |
JK8DC6 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
820.00 - |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-04-23 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.37 |
| Intrinsic value: |
2.66 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.30 |
| Parity: |
2.66 |
| Time value: |
2.14 |
| Break-even: |
868.00 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
1.49 |
| Spread abs.: |
1.00 |
| Spread %: |
26.32% |
| Delta: |
0.65 |
| Theta: |
-1.58 |
| Omega: |
11.47 |
| Rho: |
0.14 |
Quote data
| Open: |
3.69 |
| High: |
3.69 |
| Low: |
3.69 |
| Previous Close: |
3.13 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.58% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.43 |
2.07 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
