JP Morgan Call 1100 1YD 17.01.2025
/ DE000JL4U9N8
JP Morgan Call 1100 1YD 17.01.202.../ DE000JL4U9N8 /
| 5/14/2024 8:41:11 AM |
Chg.+0.03 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.91EUR |
+1.04% |
-
Bid Size: - |
-
Ask Size: - |
BROADCOM INC. DL... |
1,100.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
JL4U9N |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BROADCOM INC. DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,100.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
5/31/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.28 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.33 |
| Parity: |
1.39 |
| Time value: |
1.56 |
| Break-even: |
1,395.00 |
| Moneyness: |
1.13 |
| Premium: |
0.13 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
0.68% |
| Delta: |
0.71 |
| Theta: |
-0.44 |
| Omega: |
2.98 |
| Rho: |
3.97 |
Quote data
| Open: |
2.91 |
| High: |
2.91 |
| Low: |
2.91 |
| Previous Close: |
2.88 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.59% |
| 1 Month |
|
|
-14.41% |
| 3 Months |
|
|
+9.81% |
| YTD |
|
|
+65.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.88 |
2.68 |
| 1M High / 1M Low: |
3.08 |
2.19 |
| 6M High / 6M Low: |
3.75 |
0.71 |
| High (YTD): |
3/4/2024 |
3.75 |
| Low (YTD): |
1/5/2024 |
1.32 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.98% |
| Volatility 6M: |
|
148.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
