JP Morgan Call 45 TCOM 21.06.2024
/ DE000JB6L3Z5
JP Morgan Call 45 TCOM 21.06.2024/ DE000JB6L3Z5 /
| 2024-05-20 10:09:19 AM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.07EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Trip com Group Ltd |
45.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JB6L3Z |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Trip com Group Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-17 |
| Last trading day: |
2024-05-24 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
4.16 |
| Historic volatility: |
0.32 |
| Parity: |
0.20 |
| Time value: |
0.87 |
| Break-even: |
55.70 |
| Moneyness: |
1.04 |
| Premium: |
0.19 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
-0.03 |
| Spread %: |
-2.73% |
| Delta: |
0.64 |
| Theta: |
-0.79 |
| Omega: |
2.79 |
| Rho: |
0.00 |
Quote data
| Open: |
1.07 |
| High: |
1.07 |
| Low: |
1.07 |
| Previous Close: |
1.04 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+10.31% |
| 3 Months |
|
|
+256.67% |
| YTD |
|
|
+1088.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.07 |
0.97 |
| 6M High / 6M Low: |
1.07 |
0.07 |
| High (YTD): |
2024-05-20 |
1.07 |
| Low (YTD): |
2024-01-22 |
0.07 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.36 |
| Avg. volume 6M: |
|
380.95 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
48.43% |
| Volatility 6M: |
|
255.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
