JP Morgan Call 6350 S&P 500 Index 20.12.2024
/ DE000JS5G410
JP Morgan Call 6350 S&P 500 Index.../ DE000JS5G410 /
2024-03-28 8:32:06 AM |
Chg.+0.010 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.160EUR |
+6.67% |
- Bid Size: - |
- Ask Size: - |
- |
6,350.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
JS5G41 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
6,350.00 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: |
269.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.13 |
Historic volatility: |
0.10 |
Parity: |
-10.19 |
Time value: |
0.18 |
Break-even: |
5,890.78 |
Moneyness: |
0.83 |
Premium: |
0.21 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.01 |
Spread %: |
5.88% |
Delta: |
0.08 |
Theta: |
-0.18 |
Omega: |
21.00 |
Rho: |
2.64 |
Quote data
Open: |
0.160 |
High: |
0.160 |
Low: |
0.160 |
Previous Close: |
0.150 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.88% |
1 Month |
|
|
+102.53% |
3 Months |
|
|
+290.24% |
YTD |
|
|
+310.26% |
1 Year |
|
|
+158.06% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.150 |
1M High / 1M Low: |
0.170 |
0.078 |
6M High / 6M Low: |
0.170 |
0.016 |
High (YTD): |
2024-03-26 |
0.170 |
Low (YTD): |
2024-01-18 |
0.024 |
52W High: |
2024-03-26 |
0.170 |
52W Low: |
2023-10-31 |
0.016 |
Avg. price 1W: |
|
0.164 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.121 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.049 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.056 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
211.07% |
Volatility 6M: |
|
171.35% |
Volatility 1Y: |
|
153.17% |
Volatility 3Y: |
|
- |