JP Morgan Call 870 ASME 17.05.2024
/ DE000JK20922
JP Morgan Call 870 ASME 17.05.202.../ DE000JK20922 /
| 2024-04-26 9:00:52 AM |
Chg.+0.47 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.60EUR |
+41.59% |
2.05
Bid Size: 250 |
3.05
Ask Size: 250 |
ASML HOLDING EO -... |
870.00 EUR |
2024-05-17 |
Call |
Master data
| WKN: |
JK2092 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
870.00 EUR |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
28.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.94 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.30 |
| Parity: |
-1.12 |
| Time value: |
3.05 |
| Break-even: |
900.50 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
1.38 |
| Spread abs.: |
1.00 |
| Spread %: |
48.78% |
| Delta: |
0.48 |
| Theta: |
-0.91 |
| Omega: |
13.45 |
| Rho: |
0.21 |
Quote data
| Open: |
1.60 |
| High: |
1.60 |
| Low: |
1.60 |
| Previous Close: |
1.13 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.03% |
| 1 Month |
|
|
-74.40% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.09 |
0.98 |
| 1M High / 1M Low: |
7.68 |
0.98 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
523.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
