JP Morgan Call 168 USD/JPY 20.12.2024
/ DE000JL74SH5
JP Morgan Call 168 USD/JPY 20.12..../ DE000JL74SH5 /
2024-05-16 2:28:19 PM |
Chg.-0.020 |
Bid2:37:46 PM |
Ask2:37:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
-8.33% |
0.240 Bid Size: 50,000 |
0.250 Ask Size: 50,000 |
- |
168.00 JPY |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2023-07-31 |
Last trading day: |
2024-12-19 |
Ratio: |
1:100 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
8,152,610.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
2,608,835.28 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.02 |
Historic volatility: |
14.46 |
Parity: |
-220,790.85 |
Time value: |
0.32 |
Break-even: |
28,296.27 |
Moneyness: |
0.92 |
Premium: |
0.08 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.07 |
Spread %: |
28.00% |
Delta: |
0.00 |
Theta: |
0.00 |
Omega: |
302.33 |
Rho: |
0.01 |
Quote data
Open: |
0.210 |
High: |
0.220 |
Low: |
0.210 |
Previous Close: |
0.240 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-42.11% |
1 Month |
|
|
-33.33% |
3 Months |
|
|
-8.33% |
YTD |
|
|
+46.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.380 |
0.240 |
1M High / 1M Low: |
0.580 |
0.240 |
6M High / 6M Low: |
0.580 |
0.076 |
High (YTD): |
2024-04-30 |
0.580 |
Low (YTD): |
2024-03-13 |
0.076 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.330 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.346 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.213 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
304.46% |
Volatility 6M: |
|
217.95% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |