JP Morgan Call 125 ICE 21.06.2024
/ DE000JS8T8R5
JP Morgan Call 125 ICE 21.06.2024/ DE000JS8T8R5 /
| 20/05/2024 10:24:44 |
Chg.- |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.30EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Intercontinental Exc... |
125.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
JS8T8R |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Intercontinental Exchange Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
06/03/2023 |
| Last trading day: |
20/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.44 |
| Historic volatility: |
0.15 |
| Parity: |
-0.11 |
| Time value: |
1.30 |
| Break-even: |
138.00 |
| Moneyness: |
0.99 |
| Premium: |
0.11 |
| Premium p.a.: |
19.80 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.54 |
| Theta: |
-0.52 |
| Omega: |
5.17 |
| Rho: |
0.02 |
Quote data
| Open: |
1.30 |
| High: |
1.30 |
| Low: |
1.30 |
| Previous Close: |
1.17 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+46.07% |
| 3 Months |
|
|
-14.47% |
| YTD |
|
|
+32.65% |
| 1 Year |
|
|
+132.14% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.30 |
0.89 |
| 6M High / 6M Low: |
1.61 |
0.28 |
| High (YTD): |
23/02/2024 |
1.61 |
| Low (YTD): |
03/05/2024 |
0.51 |
| 52W High: |
23/02/2024 |
1.61 |
| 52W Low: |
07/11/2023 |
0.21 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.75 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
223.36% |
| Volatility 6M: |
|
177.60% |
| Volatility 1Y: |
|
160.68% |
| Volatility 3Y: |
|
- |
