JP Morgan Call 126 ABEC 20.06.2025
/ DE000JB1LRS8
JP Morgan Call 126 ABEC 20.06.202.../ DE000JB1LRS8 /
| 2024-05-30 10:50:10 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.61EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ALPHABET INC.CL C DL... |
126.00 - |
2025-06-20 |
Call |
Master data
| WKN: |
JB1LRS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ALPHABET INC.CL C DL-,001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
126.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-06-06 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.70 |
| Intrinsic value: |
4.06 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.25 |
| Parity: |
4.06 |
| Time value: |
1.58 |
| Break-even: |
182.40 |
| Moneyness: |
1.32 |
| Premium: |
0.09 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.18% |
| Delta: |
0.81 |
| Theta: |
-0.04 |
| Omega: |
2.40 |
| Rho: |
0.80 |
Quote data
| Open: |
5.61 |
| High: |
5.61 |
| Low: |
5.61 |
| Previous Close: |
5.59 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.25% |
| 3 Months |
|
|
+76.42% |
| YTD |
|
|
+77.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.81 |
5.33 |
| 6M High / 6M Low: |
5.81 |
2.38 |
| High (YTD): |
2024-05-22 |
5.81 |
| Low (YTD): |
2024-03-07 |
2.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.83 |
| Avg. volume 6M: |
|
22.12 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
32.34% |
| Volatility 6M: |
|
88.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
