JP Morgan Call 185 ALD 21.06.2024
/ DE000JL1DVY3
JP Morgan Call 185 ALD 21.06.2024/ DE000JL1DVY3 /
| 20/05/2024 11:48:53 |
Chg.- |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.04EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
HONEYWELL INTL ... |
185.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
JL1DVY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
HONEYWELL INTL DL1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
185.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
27/03/2023 |
| Last trading day: |
20/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
1.93 |
| Historic volatility: |
0.15 |
| Parity: |
1.23 |
| Time value: |
0.81 |
| Break-even: |
205.40 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
-0.05 |
| Spread %: |
-2.39% |
| Delta: |
0.68 |
| Theta: |
-2.07 |
| Omega: |
6.55 |
| Rho: |
0.01 |
Quote data
| Open: |
2.04 |
| High: |
2.04 |
| Low: |
2.04 |
| Previous Close: |
2.10 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-2.86% |
| 3 Months |
|
|
+27.50% |
| YTD |
|
|
-24.44% |
| 1 Year |
|
|
-35.24% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.04 |
2.04 |
| 6M High / 6M Low: |
2.77 |
0.96 |
| High (YTD): |
02/01/2024 |
2.77 |
| Low (YTD): |
19/04/2024 |
0.96 |
| 52W High: |
12/07/2023 |
3.49 |
| 52W Low: |
19/04/2024 |
0.96 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.95 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
138.54% |
| Volatility 1Y: |
|
115.96% |
| Volatility 3Y: |
|
- |
