JP Morgan Call 245 AXON 21.06.2024
/ DE000JL32Q00
JP Morgan Call 245 AXON 21.06.202.../ DE000JL32Q00 /
| 5/20/2024 8:15:47 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.19EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Axon Enterprise |
245.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
JL32Q0 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Axon Enterprise |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
245.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
5/23/2023 |
| Last trading day: |
5/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
1.13 |
| Implied volatility: |
1.84 |
| Historic volatility: |
0.29 |
| Parity: |
1.13 |
| Time value: |
3.06 |
| Break-even: |
286.90 |
| Moneyness: |
1.05 |
| Premium: |
0.12 |
| Premium p.a.: |
17.94 |
| Spread abs.: |
-0.04 |
| Spread %: |
-0.95% |
| Delta: |
0.62 |
| Theta: |
-1.27 |
| Omega: |
3.80 |
| Rho: |
0.05 |
Quote data
| Open: |
4.19 |
| High: |
4.19 |
| Low: |
4.19 |
| Previous Close: |
4.45 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-45.58% |
| 3 Months |
|
|
-42.45% |
| YTD |
|
|
+0.48% |
| 1 Year |
|
|
+64.96% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
7.70 |
4.19 |
| 6M High / 6M Low: |
8.02 |
2.97 |
| High (YTD): |
4/12/2024 |
8.02 |
| Low (YTD): |
2/1/2024 |
3.17 |
| 52W High: |
4/12/2024 |
8.02 |
| 52W Low: |
7/24/2023 |
1.42 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.68 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
65.00% |
| Volatility 6M: |
|
106.26% |
| Volatility 1Y: |
|
121.27% |
| Volatility 3Y: |
|
- |
