JP Morgan Call 20 GEN 19.07.2024
/ DE000JL5AVG7
JP Morgan Call 20 GEN 19.07.2024/ DE000JL5AVG7 /
| 2024-05-17 10:33:14 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Gen Digital Inc |
20.00 - |
2024-07-19 |
Call |
Master data
| WKN: |
JL5AVG |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Gen Digital Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 - |
| Maturity: |
2024-07-19 |
| Issue date: |
2023-06-09 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
1.20 |
| Historic volatility: |
0.29 |
| Parity: |
0.29 |
| Time value: |
0.22 |
| Break-even: |
25.10 |
| Moneyness: |
1.14 |
| Premium: |
0.10 |
| Premium p.a.: |
1.28 |
| Spread abs.: |
0.02 |
| Spread %: |
4.08% |
| Delta: |
0.71 |
| Theta: |
-0.04 |
| Omega: |
3.17 |
| Rho: |
0.01 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+240.00% |
| 3 Months |
|
|
+59.38% |
| YTD |
|
|
+18.60% |
| 1 Year |
|
|
+104.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.510 |
0.150 |
| 6M High / 6M Low: |
0.510 |
0.140 |
| High (YTD): |
2024-05-17 |
0.510 |
| Low (YTD): |
2024-05-07 |
0.140 |
| 52W High: |
2024-05-17 |
0.510 |
| 52W Low: |
2023-10-27 |
0.130 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.356 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.333 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.300 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
350.76% |
| Volatility 6M: |
|
170.54% |
| Volatility 1Y: |
|
141.62% |
| Volatility 3Y: |
|
- |
