JP Morgan Call 135 A 21.06.2024
/ DE000JL97068
JP Morgan Call 135 A 21.06.2024/ DE000JL97068 /
| 23/05/2024 13:06:26 |
Chg.-0.06 |
Bid16:00:24 |
Ask16:00:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.77EUR |
-3.28% |
1.67
Bid Size: 30,000 |
1.69
Ask Size: 30,000 |
Agilent Technologies |
135.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
JL9706 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Agilent Technologies |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
08/08/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
1.65 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.24 |
| Parity: |
1.65 |
| Time value: |
0.20 |
| Break-even: |
143.21 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.09 |
| Spread %: |
5.11% |
| Delta: |
0.85 |
| Theta: |
-0.09 |
| Omega: |
6.46 |
| Rho: |
0.08 |
Quote data
| Open: |
1.77 |
| High: |
1.77 |
| Low: |
1.77 |
| Previous Close: |
1.83 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.85% |
| 1 Month |
|
|
+195.00% |
| 3 Months |
|
|
+113.25% |
| YTD |
|
|
+28.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.91 |
1.83 |
| 1M High / 1M Low: |
1.91 |
0.60 |
| 6M High / 6M Low: |
1.91 |
0.55 |
| High (YTD): |
21/05/2024 |
1.91 |
| Low (YTD): |
19/04/2024 |
0.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.61% |
| Volatility 6M: |
|
191.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
