JP Morgan Call 18 GEN 20.09.2024
/ DE000JL5AVP8
JP Morgan Call 18 GEN 20.09.2024/ DE000JL5AVP8 /
| 5/17/2024 10:33:15 AM |
Chg.+0.040 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
+5.97% |
-
Bid Size: - |
-
Ask Size: - |
Gen Digital Inc |
18.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
JL5AVP |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Gen Digital Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
6/9/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.29 |
| Parity: |
0.54 |
| Time value: |
0.13 |
| Break-even: |
24.70 |
| Moneyness: |
1.30 |
| Premium: |
0.06 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
-0.04 |
| Spread %: |
-5.63% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
2.85 |
| Rho: |
0.04 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+82.05% |
| 1 Month |
|
|
+91.89% |
| 3 Months |
|
|
+51.06% |
| YTD |
|
|
+22.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.390 |
| 1M High / 1M Low: |
0.670 |
0.290 |
| 6M High / 6M Low: |
0.670 |
0.290 |
| High (YTD): |
5/16/2024 |
0.670 |
| Low (YTD): |
5/7/2024 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.566 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.400 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.497 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.80% |
| Volatility 6M: |
|
115.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
