JP Morgan Call 33700 DJI 20.09.2024
/ DE000JB1K4S4
JP Morgan Call 33700 DJI 20.09.20.../ DE000JB1K4S4 /
| 2024-04-26 2:27:50 PM |
Chg.+0.06 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.82EUR |
+1.26% |
4.90
Bid Size: 3,000 |
5.00
Ask Size: 3,000 |
DOW JONES INDUSTRIAL... |
33,700.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
JB1K4S |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
DOW JONES INDUSTRIAL AVERAGE INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
33,700.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
7.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.91 |
| Intrinsic value: |
4.39 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.10 |
| Parity: |
4.39 |
| Time value: |
0.61 |
| Break-even: |
38,700.00 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.10 |
| Spread %: |
2.04% |
| Delta: |
0.94 |
| Theta: |
-4.72 |
| Omega: |
7.15 |
| Rho: |
122.93 |
Quote data
| Open: |
4.83 |
| High: |
4.83 |
| Low: |
4.82 |
| Previous Close: |
4.76 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.21% |
| 1 Month |
|
|
-20.72% |
| 3 Months |
|
|
-6.41% |
| YTD |
|
|
-1.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.20 |
4.76 |
| 1M High / 1M Low: |
6.37 |
4.67 |
| 6M High / 6M Low: |
6.37 |
2.00 |
| High (YTD): |
2024-03-28 |
6.37 |
| Low (YTD): |
2024-01-18 |
4.46 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.76% |
| Volatility 6M: |
|
55.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
