JP Morgan Call 235 AXON 21.06.2024
/ DE000JL32PY4
JP Morgan Call 235 AXON 21.06.202.../ DE000JL32PY4 /
| 2024-05-20 8:15:48 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.06EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Axon Enterprise |
235.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JL32PY |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Axon Enterprise |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
235.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-23 |
| Last trading day: |
2024-05-24 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.20 |
| Intrinsic value: |
2.13 |
| Implied volatility: |
2.04 |
| Historic volatility: |
0.29 |
| Parity: |
2.13 |
| Time value: |
2.93 |
| Break-even: |
285.60 |
| Moneyness: |
1.09 |
| Premium: |
0.11 |
| Premium p.a.: |
15.82 |
| Spread abs.: |
-0.16 |
| Spread %: |
-3.07% |
| Delta: |
0.66 |
| Theta: |
-1.35 |
| Omega: |
3.36 |
| Rho: |
0.05 |
Quote data
| Open: |
5.06 |
| High: |
5.06 |
| Low: |
5.06 |
| Previous Close: |
5.32 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-39.55% |
| 3 Months |
|
|
-36.99% |
| YTD |
|
|
+8.35% |
| 1 Year |
|
|
+76.31% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
8.37 |
5.06 |
| 6M High / 6M Low: |
8.86 |
3.41 |
| High (YTD): |
2024-04-12 |
8.86 |
| Low (YTD): |
2024-02-01 |
3.65 |
| 52W High: |
2024-04-12 |
8.86 |
| 52W Low: |
2023-07-24 |
1.66 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
6.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.16 |
| Avg. volume 1Y: |
|
2.67 |
| Volatility 1M: |
|
46.80% |
| Volatility 6M: |
|
98.18% |
| Volatility 1Y: |
|
115.87% |
| Volatility 3Y: |
|
- |
