JP Morgan Call 11 UAA 20.09.2024
/ DE000JS7LDL1
JP Morgan Call 11 UAA 20.09.2024/ DE000JS7LDL1 /
2024-05-31 11:45:19 AM |
Chg.-0.012 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.036EUR |
-25.00% |
- Bid Size: - |
- Ask Size: - |
Under Armour Inc |
11.00 - |
2024-09-20 |
Call |
Master data
WKN: |
JS7LDL |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Under Armour Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
11.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-02-13 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.11 |
Historic volatility: |
0.36 |
Parity: |
-4.58 |
Time value: |
0.54 |
Break-even: |
11.54 |
Moneyness: |
0.58 |
Premium: |
0.80 |
Premium p.a.: |
5.77 |
Spread abs.: |
0.50 |
Spread %: |
1,284.62% |
Delta: |
0.29 |
Theta: |
-0.01 |
Omega: |
3.45 |
Rho: |
0.00 |
Quote data
Open: |
0.036 |
High: |
0.036 |
Low: |
0.036 |
Previous Close: |
0.048 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.29% |
1 Month |
|
|
-37.93% |
3 Months |
|
|
-94.29% |
YTD |
|
|
-95.56% |
1 Year |
|
|
-95.07% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.048 |
0.027 |
1M High / 1M Low: |
0.058 |
0.027 |
6M High / 6M Low: |
1.020 |
0.027 |
High (YTD): |
2024-01-02 |
0.800 |
Low (YTD): |
2024-05-27 |
0.027 |
52W High: |
2023-07-19 |
1.070 |
52W Low: |
2024-05-27 |
0.027 |
Avg. price 1W: |
|
0.036 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.044 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.339 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.501 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
327.35% |
Volatility 6M: |
|
221.89% |
Volatility 1Y: |
|
198.90% |
Volatility 3Y: |
|
- |