JP Morgan Call 7 UAA 20.09.2024
/ DE000JL5XXC4
JP Morgan Call 7 UAA 20.09.2024/ DE000JL5XXC4 /
| 2024-05-31 4:00:54 PM |
Chg.+0.020 |
Bid7:39:40 PM |
Ask7:39:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
+3.45% |
0.700
Bid Size: 15,000 |
0.800
Ask Size: 15,000 |
Under Armour Inc |
7.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
JL5XXC |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Under Armour Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-06-27 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.36 |
| Parity: |
-0.58 |
| Time value: |
0.79 |
| Break-even: |
7.79 |
| Moneyness: |
0.92 |
| Premium: |
0.21 |
| Premium p.a.: |
0.88 |
| Spread abs.: |
0.20 |
| Spread %: |
33.90% |
| Delta: |
0.50 |
| Theta: |
0.00 |
| Omega: |
4.06 |
| Rho: |
0.01 |
Quote data
| Open: |
0.570 |
| High: |
0.600 |
| Low: |
0.570 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.86% |
| 1 Month |
|
|
-13.04% |
| 3 Months |
|
|
-75.31% |
| YTD |
|
|
-76.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.410 |
| 1M High / 1M Low: |
0.730 |
0.390 |
| 6M High / 6M Low: |
2.960 |
0.390 |
| High (YTD): |
2024-02-29 |
2.430 |
| Low (YTD): |
2024-05-21 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.576 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.469 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.54% |
| Volatility 6M: |
|
145.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
