JP Morgan Call 132 BEI 21.06.2024
/ DE000JL0U211
JP Morgan Call 132 BEI 21.06.2024/ DE000JL0U211 /
| 2024-05-29 4:29:57 PM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.24EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BEIERSDORF AG O.N. |
132.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JL0U21 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
132.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-04-12 |
| Last trading day: |
2024-05-30 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.14 |
| Parity: |
1.20 |
| Time value: |
0.05 |
| Break-even: |
144.50 |
| Moneyness: |
1.09 |
| Premium: |
0.00 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
3.31% |
| Delta: |
0.93 |
| Theta: |
-0.05 |
| Omega: |
10.67 |
| Rho: |
0.05 |
Quote data
| Open: |
1.23 |
| High: |
1.24 |
| Low: |
1.23 |
| Previous Close: |
1.45 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-1.59% |
| 3 Months |
|
|
+138.46% |
| YTD |
|
|
+26.53% |
| 1 Year |
|
|
+63.16% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.55 |
1.24 |
| 6M High / 6M Low: |
1.55 |
0.34 |
| High (YTD): |
2024-05-13 |
1.55 |
| Low (YTD): |
2024-04-11 |
0.34 |
| 52W High: |
2024-05-13 |
1.55 |
| 52W Low: |
2024-04-11 |
0.34 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.75 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
106.78% |
| Volatility 6M: |
|
183.46% |
| Volatility 1Y: |
|
160.34% |
| Volatility 3Y: |
|
- |
