JP Morgan Call 37300 DJI 21.06.2024
/ DE000JB8WE87
JP Morgan Call 37300 DJI 21.06.20.../ DE000JB8WE87 /
| 2024-05-20 10:08:21 AM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.65EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
DOW JONES INDUSTRIAL... |
37,300.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JB8WE8 |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
DOW JONES INDUSTRIAL AVERAGE INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37,300.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-13 |
| Last trading day: |
2024-05-20 |
| Ratio: |
1000:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
13.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
1.29 |
| Implied volatility: |
1.29 |
| Historic volatility: |
0.10 |
| Parity: |
1.29 |
| Time value: |
1.47 |
| Break-even: |
40,060.00 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
29.37 |
| Spread abs.: |
0.10 |
| Spread %: |
3.76% |
| Delta: |
0.63 |
| Theta: |
-248.86 |
| Omega: |
8.76 |
| Rho: |
2.35 |
Quote data
| Open: |
2.65 |
| High: |
2.65 |
| Low: |
2.65 |
| Previous Close: |
2.56 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+3.52% |
| 3 Months |
|
|
+23.26% |
| YTD |
|
|
+37.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.65 |
2.56 |
| 6M High / 6M Low: |
2.88 |
1.27 |
| High (YTD): |
2024-03-22 |
2.88 |
| Low (YTD): |
2024-05-02 |
1.27 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
125.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
