JP Morgan Call 55 BK 19.07.2024
/ DE000JL7LCH8
JP Morgan Call 55 BK 19.07.2024/ DE000JL7LCH8 /
| 21/06/2024 11:35:45 |
Chg.0.000 |
Bid22:00:42 |
Ask22:00:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Bank of New York Mel... |
55.00 USD |
19/07/2024 |
Call |
Master data
| WKN: |
JL7LCH |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Bank of New York Mellon Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
25/07/2023 |
| Last trading day: |
18/07/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.17 |
| Parity: |
0.36 |
| Time value: |
0.07 |
| Break-even: |
55.67 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
6.98% |
| Delta: |
0.80 |
| Theta: |
-0.03 |
| Omega: |
10.22 |
| Rho: |
0.03 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.420 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.51% |
| 1 Month |
|
|
-8.70% |
| 3 Months |
|
|
+2.44% |
| YTD |
|
|
+90.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.370 |
| 1M High / 1M Low: |
0.590 |
0.340 |
| 6M High / 6M Low: |
0.590 |
0.190 |
| High (YTD): |
11/06/2024 |
0.590 |
| Low (YTD): |
17/04/2024 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.388 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.446 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.360 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.86% |
| Volatility 6M: |
|
164.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
