JP Morgan Call 6200 S&P 500 Index 20.12.2024
/ DE000JS5G3Y0
JP Morgan Call 6200 S&P 500 Index.../ DE000JS5G3Y0 /
2024-03-28 8:32:05 AM |
Chg.+0.030 |
Bid6:10:54 PM |
Ask6:10:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.270EUR |
+12.50% |
0.270 Bid Size: 150,000 |
0.280 Ask Size: 150,000 |
- |
6,200.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
JS5G3Y |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
6,200.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2022-12-28 |
Last trading day: |
2024-12-19 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
173.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.13 |
Historic volatility: |
0.10 |
Parity: |
-8.80 |
Time value: |
0.28 |
Break-even: |
5,762.05 |
Moneyness: |
0.85 |
Premium: |
0.19 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.01 |
Spread %: |
3.70% |
Delta: |
0.11 |
Theta: |
-0.25 |
Omega: |
19.64 |
Rho: |
3.82 |
Quote data
Open: |
0.270 |
High: |
0.270 |
Low: |
0.270 |
Previous Close: |
0.240 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+107.69% |
3 Months |
|
|
+335.48% |
YTD |
|
|
+350.00% |
1 Year |
|
|
+246.15% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.270 |
0.240 |
1M High / 1M Low: |
0.270 |
0.130 |
6M High / 6M Low: |
0.270 |
0.021 |
High (YTD): |
2024-03-26 |
0.270 |
Low (YTD): |
2024-01-18 |
0.036 |
52W High: |
2024-03-26 |
0.270 |
52W Low: |
2023-10-31 |
0.021 |
Avg. price 1W: |
|
0.260 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.196 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.076 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.082 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
201.82% |
Volatility 6M: |
|
175.80% |
Volatility 1Y: |
|
155.39% |
Volatility 3Y: |
|
- |