JP Morgan Call 168 USD/JPY 20.12.2024
/ DE000JL74SH5
JP Morgan Call 168 USD/JPY 20.12..../ DE000JL74SH5 /
| 6/5/2024 9:21:09 PM |
Chg.+0.040 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
+19.05% |
-
Bid Size: - |
-
Ask Size: - |
- |
168.00 JPY |
12/20/2024 |
Call |
Master data
| WKN: |
JL74SH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
168.00 JPY |
| Maturity: |
12/20/2024 |
| Issue date: |
7/31/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
8,988,802.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2,606,752.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.02 |
| Historic volatility: |
14.29 |
| Parity: |
-220,521.04 |
| Time value: |
0.29 |
| Break-even: |
28,272.74 |
| Moneyness: |
0.92 |
| Premium: |
0.08 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.07 |
| Spread %: |
31.82% |
| Delta: |
0.00 |
| Theta: |
0.00 |
| Omega: |
291.98 |
| Rho: |
0.00 |
Quote data
| Open: |
0.250 |
| High: |
0.260 |
| Low: |
0.250 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.43% |
| 1 Month |
|
|
-10.71% |
| 3 Months |
|
|
+108.33% |
| YTD |
|
|
+66.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.210 |
| 1M High / 1M Low: |
0.380 |
0.210 |
| 6M High / 6M Low: |
0.580 |
0.076 |
| High (YTD): |
4/30/2024 |
0.580 |
| Low (YTD): |
3/13/2024 |
0.076 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.298 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.295 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.216 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.77% |
| Volatility 6M: |
|
223.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
