JP Morgan Call 18 GEN 19.07.2024
/ DE000JL5AVF9
JP Morgan Call 18 GEN 19.07.2024/ DE000JL5AVF9 /
| 2024-05-17 10:33:14 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Gen Digital Inc |
18.00 - |
2024-07-19 |
Call |
Master data
| WKN: |
JL5AVF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Gen Digital Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 - |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-06-09 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
1.46 |
| Historic volatility: |
0.29 |
| Parity: |
0.49 |
| Time value: |
0.20 |
| Break-even: |
24.90 |
| Moneyness: |
1.27 |
| Premium: |
0.09 |
| Premium p.a.: |
1.12 |
| Spread abs.: |
0.02 |
| Spread %: |
2.99% |
| Delta: |
0.77 |
| Theta: |
-0.04 |
| Omega: |
2.56 |
| Rho: |
0.01 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+165.38% |
| 3 Months |
|
|
+56.82% |
| YTD |
|
|
+25.45% |
| 1 Year |
|
|
+109.09% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.690 |
0.260 |
| 6M High / 6M Low: |
0.690 |
0.240 |
| High (YTD): |
2024-05-17 |
0.690 |
| Low (YTD): |
2024-05-07 |
0.240 |
| 52W High: |
2024-05-17 |
0.690 |
| 52W Low: |
2023-10-27 |
0.200 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.517 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.458 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.406 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
285.35% |
| Volatility 6M: |
|
140.04% |
| Volatility 1Y: |
|
117.68% |
| Volatility 3Y: |
|
- |
