JP Morgan Call 90 ON 21.06.2024
/ DE000JL7EKA1
JP Morgan Call 90 ON 21.06.2024/ DE000JL7EKA1 /
17/05/2024 11:50:26 |
Chg.-0.011 |
Bid22:00:44 |
Ask22:00:44 |
Underlying |
Strike price |
Expiration date |
Option type |
0.013EUR |
-45.83% |
- Bid Size: - |
- Ask Size: - |
ON Semiconductor |
90.00 USD |
21/06/2024 |
Call |
Master data
WKN: |
JL7EKA |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
ON Semiconductor |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 USD |
Maturity: |
21/06/2024 |
Issue date: |
07/07/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
92.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.56 |
Historic volatility: |
0.40 |
Parity: |
-1.56 |
Time value: |
0.07 |
Break-even: |
83.54 |
Moneyness: |
0.81 |
Premium: |
0.24 |
Premium p.a.: |
8.73 |
Spread abs.: |
0.06 |
Spread %: |
461.54% |
Delta: |
0.13 |
Theta: |
-0.04 |
Omega: |
12.36 |
Rho: |
0.01 |
Quote data
Open: |
0.013 |
High: |
0.013 |
Low: |
0.013 |
Previous Close: |
0.024 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-69.77% |
3 Months |
|
|
-97.23% |
YTD |
|
|
-98.45% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.024 |
0.011 |
1M High / 1M Low: |
0.048 |
0.011 |
6M High / 6M Low: |
0.930 |
0.011 |
High (YTD): |
02/01/2024 |
0.740 |
Low (YTD): |
13/05/2024 |
0.011 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.017 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.026 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.328 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
499.45% |
Volatility 6M: |
|
346.36% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |