JP Morgan Call 550 URI 21.06.2024
/ DE000JS65ZS0
JP Morgan Call 550 URI 21.06.2024/ DE000JS65ZS0 /
| 2024-05-20 10:16:58 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.86EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
United Rentals |
550.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
JS65ZS |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-02-16 |
| Last trading day: |
2024-05-24 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.60 |
| Intrinsic value: |
3.47 |
| Implied volatility: |
3.55 |
| Historic volatility: |
0.32 |
| Parity: |
3.47 |
| Time value: |
9.39 |
| Break-even: |
678.60 |
| Moneyness: |
1.06 |
| Premium: |
0.16 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
-0.04 |
| Spread %: |
-0.31% |
| Delta: |
0.64 |
| Theta: |
-7.67 |
| Omega: |
2.93 |
| Rho: |
0.05 |
Quote data
| Open: |
12.86 |
| High: |
12.86 |
| Low: |
12.86 |
| Previous Close: |
12.46 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-8.47% |
| 3 Months |
|
|
+1.66% |
| YTD |
|
|
+77.38% |
| 1 Year |
|
|
+471.56% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
15.45 |
12.46 |
| 6M High / 6M Low: |
17.83 |
4.70 |
| High (YTD): |
2024-03-22 |
17.83 |
| Low (YTD): |
2024-01-08 |
4.95 |
| 52W High: |
2024-03-22 |
17.83 |
| 52W Low: |
2023-10-27 |
1.21 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
13.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
11.20 |
| Avg. volume 6M: |
|
15.78 |
| Avg. price 1Y: |
|
6.67 |
| Avg. volume 1Y: |
|
7.09 |
| Volatility 1M: |
|
209.48% |
| Volatility 6M: |
|
157.23% |
| Volatility 1Y: |
|
175.75% |
| Volatility 3Y: |
|
- |
