JP Morgan Call 128 ORC 21.06.2024
/ DE000JK7L0Z1
JP Morgan Call 128 ORC 21.06.2024/ DE000JK7L0Z1 /
| 2024-06-12 1:06:33 PM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ORACLE CORP. D... |
128.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JK7L0Z |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
ORACLE CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
128.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-06-13 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
1.50 |
| Historic volatility: |
0.31 |
| Parity: |
0.36 |
| Time value: |
0.54 |
| Break-even: |
137.00 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
1.12% |
| Delta: |
0.61 |
| Theta: |
-1.16 |
| Omega: |
8.88 |
| Rho: |
0.01 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.750 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+134.38% |
| 1 Month |
|
|
+177.78% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.320 |
| 1M High / 1M Low: |
0.750 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.535 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.292 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
615.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
