JP Morgan Call 12 UAA 20.09.2024
/ DE000JS551C8
JP Morgan Call 12 UAA 20.09.2024/ DE000JS551C8 /
2024-05-21 11:18:31 AM |
Chg.-0.005 |
Bid1:33:40 PM |
Ask1:33:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.030EUR |
-14.29% |
0.030 Bid Size: 500 |
0.530 Ask Size: 500 |
Under Armour Inc |
12.00 - |
2024-09-20 |
Call |
Master data
WKN: |
JS551C |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
Under Armour Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
12.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-02-10 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.20 |
Historic volatility: |
0.36 |
Parity: |
-5.83 |
Time value: |
0.53 |
Break-even: |
12.53 |
Moneyness: |
0.51 |
Premium: |
1.03 |
Premium p.a.: |
7.33 |
Spread abs.: |
0.50 |
Spread %: |
1,666.67% |
Delta: |
0.28 |
Theta: |
-0.01 |
Omega: |
3.21 |
Rho: |
0.00 |
Quote data
Open: |
0.030 |
High: |
0.030 |
Low: |
0.030 |
Previous Close: |
0.035 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.38% |
1 Month |
|
|
-11.76% |
3 Months |
|
|
-89.29% |
YTD |
|
|
-94.92% |
1 Year |
|
|
-94.92% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.036 |
0.025 |
1M High / 1M Low: |
0.042 |
0.023 |
6M High / 6M Low: |
0.750 |
0.023 |
High (YTD): |
2024-01-02 |
0.580 |
Low (YTD): |
2024-05-13 |
0.023 |
52W High: |
2023-07-19 |
0.860 |
52W Low: |
2024-05-13 |
0.023 |
Avg. price 1W: |
|
0.031 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.032 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.261 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.394 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
241.19% |
Volatility 6M: |
|
211.17% |
Volatility 1Y: |
|
193.90% |
Volatility 3Y: |
|
- |