JP Morgan Call 1050 1YD 21.06.2024
/ DE000JL5EUS6
JP Morgan Call 1050 1YD 21.06.202.../ DE000JL5EUS6 /
| 20/05/2024 08:39:18 |
Chg.- |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.29EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BROADCOM INC. DL... |
1,050.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
JL5EUS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BROADCOM INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,050.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
31/05/2023 |
| Last trading day: |
20/05/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.54 |
| Intrinsic value: |
2.52 |
| Implied volatility: |
1.98 |
| Historic volatility: |
0.32 |
| Parity: |
2.52 |
| Time value: |
0.77 |
| Break-even: |
1,379.00 |
| Moneyness: |
1.24 |
| Premium: |
0.06 |
| Premium p.a.: |
3.99 |
| Spread abs.: |
-0.02 |
| Spread %: |
-0.60% |
| Delta: |
0.78 |
| Theta: |
-5.63 |
| Omega: |
3.08 |
| Rho: |
0.24 |
Quote data
| Open: |
3.29 |
| High: |
3.29 |
| Low: |
3.29 |
| Previous Close: |
3.41 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+24.62% |
| 3 Months |
|
|
+6.47% |
| YTD |
|
|
+140.15% |
| 1 Year |
|
|
+647.73% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.65 |
2.54 |
| 6M High / 6M Low: |
3.65 |
0.44 |
| High (YTD): |
16/05/2024 |
3.65 |
| Low (YTD): |
05/01/2024 |
0.90 |
| 52W High: |
16/05/2024 |
3.65 |
| 52W Low: |
27/09/2023 |
0.31 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.29 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
142.44% |
| Volatility 6M: |
|
219.03% |
| Volatility 1Y: |
|
193.14% |
| Volatility 3Y: |
|
- |
